Locally stationary harmonizable complex improper stochastic processes
From MaRDI portal
Publication:4979077
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
locally stationary processesharmonizable processescontinuous-time stochastic processesimproper processes
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On Wiener filtering of certain locally stationary stochastic processes
- Harmonizable processes: Structure theory
- When is the Wigner quasi-probability density non-negative?
- Fitting time series models to nonstationary processes
- Semigroup stationary processes and spectral representation
- Stationary covariances associated with exponentially convex functions
- Adaptive covariance estimation of locally stationary processes
- A matching theorem for locally stationary random processes
- Spectral Analysis of Abstract Functions
- Detection and Estimation of Improper Complex Random Signals
- Spectral Relations for Multidimensional Complex Improper Stationary and (Almost) Cyclostationary Processes
- Harmonic Analysis in Phase Space. (AM-122)
- Proper complex random processes with applications to information theory
- Ergodicity and fourth-order spectral moments
- Necessary and sufficient conditions for the representation of a function by a doubly infinite Laplace integral
- A theorem on Fourier-Stieltjes integrals
- On a time deformation reducing nonstationary stochastic processes to local stationarity
- Second-order analysis of improper complex random vectors and processes
- Stochastic time-frequency analysis using the analytic signal: why the complementary distribution matters
This page was built for publication: Locally stationary harmonizable complex improper stochastic processes
