Abstract
This chapter presents spectral analysis and a class of nonstationary processes. A class of nonstationary processes having a Fourier representation is considered. It is found that the weakly stationary processes correspond to the spectral measure concentrated on the main diagonal. The real harmonizable processes with spectral mass concentrated on lines having slope and intercept are considered. There are spectral symmetries in the case of a real-valued, harmonizable process of the type considered. The continuous nonnegative symmetric weight function of finite support is elaborated. It is observed that if the process has an almost periodic covariance function and is harmonizable, the spectral mass is concentrated on a countable number of lines parallel to the main diagonal. The estimation procedures and examples for processes with almost periodic covariance function are provided. In time frequency analysis a definition of a time varying spectrum is introduced.
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