On Linear Operations on Stationary and Non Stationary Random Processes

Elias Masry

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 10, 2104-2106

Abstract: This brief article considers an arbitrary linear operation on stationary and non stationary second-order random processes and provides conditions for the output process to be of second order. Both mean-square integrals and sample-path integrals are considered.

Date: 2015
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DOI: 10.1080/03610926.2013.771751

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