Periodically Correlated Random Sequences
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Publication:5424040
DOI10.1002/9780470182833zbMath1138.60003MaRDI 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
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
60G12: General second-order stochastic processes
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G25: Prediction theory (aspects of stochastic processes)
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