Closure of linear processes

DOI10.1023/A:1022616601841MaRDI QIDQ1368997zbMATH OpenOpenAlexFDO

Authors P. J. Bickel, Peter Bühlmann

Publication date 23 June 1998

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022616601841

zbMATH Keywords

AR processdistinction from nonlinear processinfinitely divisible lawMA process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) General second-order stochastic processes (60G12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• Bootstrap-assisted tests of symmetry for dependent data
• Assessing Persistence In Discrete Nonstationary Time‐Series Models
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