Locally stationary processes

被引：2

作者：

Oxley, ME ^{[1
]}

Reid, TF ^{[1
]}

Suter, BW ^{[1
]}

机构：

[1] USAF, Inst Technol, Dept Math & Stat, Wright Patterson AFB, OH 45433 USA

来源：

PROCEEDINGS OF THE TENTH IEEE WORKSHOP ON STATISTICAL SIGNAL AND ARRAY PROCESSING | 2000年

关键词：

stochastic process; stationary; piecewise stationary; locally stationary;

D O I：

10.1109/SSAP.2000.870123

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The signals that arise in Air Force applications typically has noise that can be modeled as a non-stationary stochastic process. But, there may be intervals of time where the noise behaves more like a stationary process. This motivates the study of locally stationary stochastic processes. We rigorously define locally stationary stochastic processes and present their properties and relationships to stationary processes.

引用

页码：257 / 261

页数：5

共 50 条

[1] Locally stationary processes
Oxley, Mark E.
Reid, Thomas F.
Suter, Bruce W.
2000, IEEE, Los Alamitos, CA, United States
[2] Locally stationary Hawkes processes
Roueff, Francois
von Sachs, Rainer
Sansonnet, Laure
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2016, 126 (06) : 1710 - 1743
[3] Bootstrapping locally stationary processes
Kreiss, Jens-Peter
Paparoditis, Efstathios
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2015, 77 (01) : 267 - 290
[4] Locally Stationary Graph Processes
Canbolat, Abdullah
Vural, Elif
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2024, 72 : 2323 - 2332
[5] On Locally Dyadic Stationary Processes
Moysiadis, Theodoros
Fokianos, Konstantinos
IEEE TRANSACTIONS ON INFORMATION THEORY, 2017, 63 (08) : 4829 - 4837
[6] Statistical analysis of locally stationary processes
Ferreira, Guillermo
Olea, Ricardo
Palma, Wilfredo
CHILEAN JOURNAL OF STATISTICS, 2013, 4 (02): : 133 - 149
[7] LOCALLY STATIONARY RANDOM-PROCESSES
SILVERMAN, RA
IRE TRANSACTIONS ON INFORMATION THEORY, 1957, 3 (03): : 182 - 187
[8] A likelihood approximation for locally stationary processes
Dahlhaus, R
ANNALS OF STATISTICS, 2000, 28 (06): : 1762 - 1794
[9] Estimation of the bispectrum for locally stationary processes
Paparoditis, Efstathios
Preuss, Philip
STATISTICS & PROBABILITY LETTERS, 2014, 89 : 8 - 16
[10] Trend locally stationary wavelet processes
McGonigle, Euan T.
Killick, Rebecca
Nunes, Matthew A.
JOURNAL OF TIME SERIES ANALYSIS, 2022, 43 (06) : 895 - 917

← 1 2 3 4 5 →