Locally stationary random processes

Abstract

Summary:The paper deals with linear transformations of harmonizable locally stationary random processes. Necessary and sufficient conditions under which a linear transformation defines again a locally stationary process are given

Keywords

RANDOM PROCESSES
RANDOM VARIABLES
RANDOM PROCESS
STATIONARY PROCESS
FOURIER TRANSFORM
FOURIER TRANSFORMS
POLYNOMIALS
SPECTRAL DENSITY
STOCHASTIC PROCESSES

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