Locally stationary harmonizable complex improper stochastic processes

DOI10.1111/j.1467-9892.2010.00682.xzbMath1290.60043OpenAlexW1557948118MaRDI QIDQ4979077

Peter J. Schreier, Patrik Wahlberg

Publication date: 16 June 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00682.x

zbMATH Keywords

locally stationary processesharmonizable processescontinuous-time stochastic processesimproper processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12)

Related Items (3)

Inference for time-varying signals using locally stationary processes ⋮ Identification of stochastic operators ⋮ On Wiener filtering of certain locally stationary stochastic processes

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