Second-order stationary statistical models for inverse frequency processes
Abstract
In this thesis, we have proposed two new classes of nonstationary stochastic processes for 1/f phenomena, developed efficient and convenient spectral representations, and explore some potential applications. The first class is a family of self-similar processes with the correlation structure of the form $E\lbrack X(t)X(\lambda t)\rbrack=t\sp{2H}\lambda\sp HR(\lambda)$ where $t,\lambda>0, {-\infty}0, {-\infty}
Degree
Ph.D.
Advisors
Kashyap, Purdue University.
Subject Area
Electrical engineering
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