On Linear Operations on Stationary and Non Stationary Random Processes

被引：0

作者：

Masry, Elias ^{[1
]}

机构：

[1] Univ Calif San Diego, Dept Elect & Comp Engn, San Diego, CA 92103 USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2015年 / 44卷 / 10期

关键词：

Correlation function; Liner operations on stationary and non stationary processes;

D O I：

10.1080/03610926.2013.771751

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This brief article considers an arbitrary linear operation on stationary and non stationary second-order random processes and provides conditions for the output process to be of second order. Both mean-square integrals and sample-path integrals are considered.

引用

页码：2104 / 2106

页数：3