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 
be a stochastic difference equation. Various relations between the input and output covariances and spectral densities are deduced under the hypotheses that 
is time dependent and that 
is a member of a nonstationary random process.
be a stochastic difference equation. Various relations between the input and output covariances and spectral densities are deduced under the hypotheses that is time dependent and that 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 :
