TY  - RPRT
AU  - Bujosa Brun, Andrés
AU  - Bujosa Brun, Marcos
AU  - García Ferrer , Antonio
PY  - 2002
UR  - https://hdl.handle.net/20.500.14352/64493
AB  - Although the spectral analysis of stationary stochastic processes has solid mathematical foundations, this is not the case for non-stationary stochastic processes. In this paper, the algebraic foundations of thespectral analysis of non-stationary ARMA...
LA  - eng
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Fourier Transform
TI  - A note on the pseudo-spectra and the pseudo-covariance generating functions of ARMA processes
TY  - technical report
VL  - 2002
ER  -