Some comments on spectral representations of non-stationary stochastic processes
- 1 December 1973
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 10 (4) , 881-885
- https://doi.org/10.2307/3212391
Abstract
The first part of the paper gives a multitude of essentially different representations of a stationary stochastic process. The second part gives a sufficient condition for the sum of two oscillatory processes to be again oscillatory.Keywords
This publication has 3 references indexed in Scilit:
- Filtering Non-Stationary SignalsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1969
- On the Prediction of Non-Stationary ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1967
- Evolutionary Spectra and Non-Stationary ProcessesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1965