On Absolute Continuity of Measures Due to Gaussian Locally Stationary Processes

Jiří Michálek
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Jiří Michálek: Institute of Information Theory and Automation

A chapter in Probability and Bayesian Statistics, 1987, pp 365-368 from Springer

Abstract: Abstract The notion of a locally stationary process was introduced and first studied by Silvermann1. His results were generalized by Michálek2 where a spectral decomposition of a locally stationary harmonizable process is investigated. The notions of a harmonizable covariance function and of a harmonizable process were introduced by Loève; a short note on a spectral theory of harmonizable processes is given e. g. in Loève3.

Keywords: Stationary Process; Covariance Function; Spectral Theory; Real Variable; Spectral Decomposition (search for similar items in EconPapers)
Date: 1987
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-1885-9_37

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DOI: 10.1007/978-1-4613-1885-9_37

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