A Study of Non-Stationary Processes with Their Applications

Abstract

Stationary stochastic processes have been very useful in analyzing time series appear in applications. However in many engineering application and economic studies there are number of important time series that are not stationary. Hence several authors have been studied non-stationary processes. Several classes of non-stationary processes such as: (1) Harmonizable processes; (2) Periodically Correlated (PC) processes; (3) Almost Periodically Correlated (PAC) processes; and (4) Correlation Autoregressive (CAR) processes have been introduced and studied. In this project we have studying the non-stationary processes in general and the PC, APC, and CAR processes in particular obtaining several results which either have been published or submitted for publication in refereed journals.

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Document Details

Document Type
Technical Report
Publication Date
Nov 30, 2000
Accession Number
ADA385795

Entities

People

  • A. G. Miamee

Organizations

  • Hampton University

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Banach Space
  • Complex Numbers
  • Data Science
  • Engineering
  • Inequalities
  • Information Science
  • Mathematics
  • Military Research
  • Numbers
  • Probability
  • Sequences
  • Stationary
  • Stationary Processes
  • Stochastic Processes
  • Theorems

Readers

  • Statistical inference.
  • Systems Analysis and Design
  • Technical Research and Report Writing.