Reducing non-stationary stochastic processes to stationarity by a time deformation

Abstract

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)). 

Topics

Cite this paper

@inproceedings{Perrin1998ReducingNS, title={Reducing non-stationary stochastic processes to stationarity by a time deformation}, author={Olivier Perrin and Rachid Senoussi}, year={1998} }