On the Concept of the Spectrum for Non-Stationary Processes

Summary Following a brief general description of the attitude adopted here to statistical models and definitions, a study of the problem of defining a spectrum for non-stationary processes is made. The approach is to determine first what one would wish to use such a spectrum for, and then attempt to discover whether this is possible. By the nature of the case no conclusive answer is possible, but the tentative conclusion drawn is that it is not.