Correlation function of a piecewise-stationary process

DOI10.1007/BF01095706MaRDI QIDQ1119265zbMATH OpenFDO

Authors E. A. Begovatov, N. P. Evlampiev

Publication date 1984

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

covariance functionstationaryprocessesasymptotic stationaritypiecewise stationary process

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Cited in

(2)

• Correlated INAR(1) process
• Correlation function of the Schur process with a fixed final partition

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