Generalization of the Wiener-Khintchine Theorem to Nonstationary Processes
D. G. Lampard · Journal of Applied Physics · 1954
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.