Kybernetika 30 no. 5, 543-550, 1994

Locally harmonizable covariance: Spectral analysis

Dominique Dehay and Abdelaziz Loughani

Abstract:

In this paper we introduce the notion of locally harmonizable covariance. The motivation is to define a large class of nonstationary processes containing locally stationary and harmonizable cases, for which the covariance admits spectral components.

Classification:

60G12