Locally stationary harmonizable complex improper stochastic processes

DOI10.1111/J.1467-9892.2010.00682.XMaRDI QIDQ4979077zbMATH OpenOpenAlexFDO

Authors Patrik Wahlberg, Peter J. Schreier

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

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

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Cites work

• scientific article; zbMATH DE number 3969775 (Why is no real title available?)
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• scientific article; zbMATH DE number 790617 (Why is no real title available?)
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• On Wiener filtering of certain locally stationary stochastic processes
• On a time deformation reducing nonstationary stochastic processes to local stationarity
• Proper complex random processes with applications to information theory
• Second-order analysis of improper complex random vectors and processes
• Semigroup stationary processes and spectral representation
• Spectral Analysis of Abstract Functions
• Spectral Relations for Multidimensional Complex Improper Stationary and (Almost) Cyclostationary Processes
• Stationary covariances associated with exponentially convex functions
• Stochastic time-frequency analysis using the analytic signal: why the complementary distribution matters
• When is the Wigner quasi-probability density non-negative?

Cited in

(5)

• Identification of stochastic operators
• On Wiener filtering of certain locally stationary stochastic processes
• Inference for time-varying signals using locally stationary processes
• Real harmonizable multifractional stable process and its local properties
• Spectral Relations for Multidimensional Complex Improper Stationary and (Almost) Cyclostationary Processes

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