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Some comments on spectral representations of non-stationary stochastic processes

Published online by Cambridge University Press:  14 July 2016

H. Tong
H. Tong*
Affiliation:
The University of Manchester Institute of Science and Technology
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Abstract

The first part of the paper gives a multitude of essentially different representations of a stationary stochastic process. The second part gives a sufficient condition for the sum of two oscillatory processes to be again oscillatory.

Keywords

NON-STATIONARY STOCHASTIC PROCESSESOSCILLATORY PROCESSESREPRESENTATIONSSUMS OF OSCILLATORY PROCESSES

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 10 , Issue 4 , December 1973 , pp. 881 - 885
Copyright
Copyright © Applied Probability Trust 1973 

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References

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Priestley, M. B. (1965) Evolutionary spectra and non-stationary processes. J. R. Statist. Soc. B 27, 204–237.Google Scholar