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

[21] Parameter estimation of locally stationary wavelet processes
Johnson, A
Li, CC
WAVELETS: APPLICATIONS IN SIGNAL AND IMAGE PROCESSING X, PTS 1 AND 2, 2003, 5207 : 858 - 867
[22] Testing for Stationarity in Multivariate Locally Stationary Processes
Puchstein, Ruprecht
Preuss, Philip
JOURNAL OF TIME SERIES ANALYSIS, 2016, 37 (01) : 3 - 29
[23] A MATCHING THEOREM FOR LOCALLY STATIONARY RANDOM PROCESSES
SILVERMAN, RA
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1959, 12 (02) : 373 - 383
[24] Bootstrapping the local periodogram of locally stationary processes
Sergides, Marios
Paparoditis, Efstathios
JOURNAL OF TIME SERIES ANALYSIS, 2008, 29 (02) : 264 - 299
[25] Empirical process theory for locally stationary processes
Phandoidaen, Nathawut
Richter, Stefan
BERNOULLI, 2022, 28 (01) : 453 - 480
[26] ERGODIC PROPERTIES OF LOCALLY STATIONARY PROCESSES.
Michalek, Jiri
Kybernetika, 1986, 22 (04): : 320 - 328
[27] DETECTING GRADUAL CHANGES IN LOCALLY STATIONARY PROCESSES
Vogt, Michael
Dette, Holger
ANNALS OF STATISTICS, 2015, 43 (02): : 713 - 740
[28] ERGODIC PROPERTIES OF LOCALLY STATIONARY-PROCESSES
MICHALEK, J
KYBERNETIKA, 1986, 22 (04) : 320 - 328
[29] Forecasting using locally stationary wavelet processes
Xie, Yingfu
Yu, Jun
Ranneby, Bo
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2009, 79 (09) : 1067 - 1082
[30] Adaptive covariance estimation of locally stationary processes
Mallat, S
Papanicolaou, G
Zhang, ZF
ANNALS OF STATISTICS, 1998, 26 (01): : 1 - 47

← 1 2 3 4 5 →