Periodically Correlated Random Sequences

DOI10.1002/9780470182833zbMath1138.60003OpenAlexW2503267194MaRDI QIDQ5424040

Abolghassem Miamee, Harry L. Hurd

Publication date: 1 November 2007

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470182833

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) General second-order stochastic processes (60G12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Prediction theory (aspects of stochastic processes) (60G25)

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