New analytical and simulation results describing the performance of an adaptive detection processor for narrowband signals are given. The simulation results compare the detection performance of the adaptive processor with an incoherently averaged , magnitude-squared FFT processor for a class of non-stationary input noise. An analytical derivation of the noise-only probability density function o...

We consider a large class of random walks on the discrete circle Z=(n), deened in terms of a piecewise Lipschitz function, and motivated by the \generation gap" process of Diaconis. For such walks, we show that the time until convergence to stationarity is bounded independently of n. Our techniques involve Fourier analysis and a comparison of the random walks on Z=(n) with a random walk on the ...

The unit root test proposed by Ranjbar et al. (2018) was examined for an alternative of stationary asymmetric exponential smooth transition autoregressive (AESTAR) under structural breaks. situation that stands out as a deficiency in the mentioned study model does not includes zero-mean structure taken into account. On contrary, features should also had been explained. Because time-varying dete...

Abstract The analysis of spatial data is based on a set of assumptions, which in practice need to be checked. A commonly used assumption is that the spatial random field is second order stationary. In this paper, a test for spatial stationarity for irregularly sampled data is proposed. The test is based on a transformation of the data (a type of Fourier transform), where the correlations betwee...

abstract in this paper, income per capita convergence hypothesis is tested in selected oic countries. for this purpose, we use the time series model and univariate kpss stationary test with multiple structural breaks (carrion-i-silvestre et al. (2005)) over the period 1950-2008. the results show that most oic countries could not catch up toward usa. although because of some positive term of tra...

A Fourier domain technique has been proposed previously which, in principle, quanti®es the extent to which multipoint in-situ measurements can identify whether or not an observed structure is time stationary in its rest frame. Once a structure, sampled for example by four spacecraft, is shown to be quasistationary in its rest frame, the structure's velocity vector can be determined with respect...

This study examines the relationship between health expenditures and economic growth in Turkey during period 1975-2019 by using Fourier Engle-Granger cointegration Toda-Yamamoto causality tests. Firstly, ADF unit root test with fractional frequency is employed order to investigate stationary of variables, it determined that both are I(1). Then, revealed there a unidirectional long-run from real...

We propose non-stationary spectral kernels for Gaussian process regression. Wepropose to model the spectral density of a non-stationary kernel function as amixture of input-dependent Gaussian process frequency density surfaces. Wesolve the generalised Fourier transform with such a model, and present a familyof non-stationary and non-monotonic kernels that can learn input-depende...