Article contents
On time-dependent linear transformations of non-stationary stochastic processes
Published online by Cambridge University Press: 14 July 2016
Abstract
We have introduced a definition of a slowly changing time-dependent linear transformation on a class of non-stationary stochastic processes and have studied the “spectral” relationship between the input and output processes. In addition, using this definition, we have extended one important property of coherency and the concept of residual variance bound pertinent to the theory of stationary stochastic processes to the non-stationary case.
Keywords
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1974
References
- 4
- Cited by