Harmonizable nonstationary processes

DOI10.1137/22M1544580MaRDI QIDQ6587627zbMATH OpenFDO

Authors Mircea Grigoriu

Publication date 14 August 2024

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/22M1544580

zbMATH Keywords

generalized spectral densityharmonizable processesspectral densitystationary and nonstationary processesweakly stationary processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cited in

(1)

• Extremes of nonstationary harmonizable processes

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