Reducing Non-stationary Stochastic Processes to Stationarity by a Time Deformation

@inproceedings{SenoussiI1998ReducingNS,
  title={Reducing Non-stationary Stochastic Processes to Stationarity by a Time Deformation},
  author={Rachid SenoussiI},
  year={1998}
}
  • Rachid SenoussiI
  • Published 1998
A necessary and suucient condition is given to reduce a non-stationary random process fZ(t) : t 2 T Rg to stationarity via a bijective diieren-tiable time deformation so that its correlation function r(t; t 0) depends only on the diierence (t 0)?(t) through a stationary correlation function R: r(t; t 0) = R(((t 0) ? (t)).