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Generalization of the Wiener‐Khintchine Theorem to Nonstationary Processes

 

作者: D. G. Lampard,  

 

期刊: Journal of Applied Physics  （AIP Available online 1954）
卷期: Volume 25, issue 6  

页码: 802-803

 

ISSN:0021-8979

 

年代: 1954

 

DOI:10.1063/1.1721733

 

出版商: AIP

 

数据来源: AIP

 

摘要:

The Wiener‐Khintchine theorem which connects the autocorrelation function and the power spectrum of a stationary time series by means of a Fourier cosine transform is well known. It is the purpose of this paper to generalize the theorem to deal with nonstationary time series.

 

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