Band-Limited Stochastic Processes in Discrete and Continuous Time

DOI10.1515/1558-3708.1849MaRDI QIDQ5881624zbMATH OpenOpenAlexFDO

Authors D. Stephen G. Pollock

Publication date 13 March 2023

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/1558-3708.1849

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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• Stochastic bandwidth packing process: stability conditions via Lyapunov function technique
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• On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
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• Statistical Fourier analysis: clarifications and interpretations

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