Abstract
The contribution deals with a spectral decomposition of locally stationary processes and studies random processes having normal covariances which generalize the notion of weakly stationary covariance.
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References
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© 1988 Academia, Publishing House of the Czechoslovak Academy of Sciences, Prague
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Michálek, J. (1988). Locally Stationary Covariances. In: Višek, J.Á. (eds) Transactions of the Tenth Prague Conference. Czechoslovak Academy of Sciences, vol 10A-B. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3859-5_7
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DOI: https://doi.org/10.1007/978-94-009-3859-5_7
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-8216-7
Online ISBN: 978-94-009-3859-5
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