• DocumentCode
    912133
  • Title

    Nonstationary autoregressive processes (Corresp.)

  • Author

    Miller, Kieran

  • Volume
    15
  • Issue
    2
  • fYear
    1969
  • fDate
    3/1/1969 12:00:00 AM
  • Firstpage
    315
  • Lastpage
    316
  • Abstract
    Let Ry_{t} = u_{t} be a stochastic difference equation. Various relations between the input and output covariances and spectral densities are deduced under the hypotheses that R is time dependent and that u_{t} is a member of a nonstationary random process.
  • Keywords
    Autoregressive processes; Nonstationary stochastic processes; Autoregressive processes; Communications technology; Correlation; Difference equations; Information theory; Random variables; Signal detection; Statistics; Stochastic processes; Testing;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1969.1054289
  • Filename
    1054289
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=912133