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Analytic Nonstationary Processes

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Abstract

In 1952, Cramér introduced a class of nonstationary processes. This broad class of processes contains the important harmonizable and stationary classes of processes. The Cramér class can have additional structure imposed upon it through Cesáro summability considerations. This paper obtains conditions for the analyticity of the sample paths of a class of these processes. A sampling theorem is presented as a natural application.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, California State Polytechnic University, Pomona, CA, 91768, USA

    Randall J. Swift

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  1. Randall J. Swift
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Correspondence to Randall J. Swift.

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Swift, R.J. Analytic Nonstationary Processes. J Stat Theory Pract 1, 31–38 (2007). https://doi.org/10.1080/15598608.2007.10411822

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  • DOI: https://doi.org/10.1080/15598608.2007.10411822

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