Cutting and stacking: a method for constructing stationary processes
From MaRDI portal
Recommendations
- On the structure of stationary stable processes
- scientific article; zbMATH DE number 1301889
- Trimmed sums for non-negative, mixing stationary processes.
- A theoretical exposition of stationary processes sampling
- Building a stationary stochastic process from a finite-dimensional marginal
- scientific article; zbMATH DE number 4192967
- Stationary distributions for piecewise-deterministic Markov processes
- Estimation of stochastic processes with stationary increments and cointegrated sequences
Cited in
(11)- Minimal rates of entropy convergence for completely ergodic systems
- On density estimation from ergodic processes
- Distributional limits of positive, ergodic stationary processes and infinite ergodic transformations
- Intermittent estimation of stationary time series
- Testing independent sparse heterogeneous mixtures
- On stability of probability laws with respect to small violations of algorithmic randomness
- ON SEQUENTIAL ESTIMATION AND PREDICTION FOR DISCRETE TIME SERIES
- Estimating the conditional expectations for continuous time stationary processes
- Consistency, integrability and asymptotic normality for some intermittent estimators
- Two divergence-rate counterexamples
- On the stability property of asymptotic laws of ergodic theory and universal compression schemes
This page was built for publication: Cutting and stacking: a method for constructing stationary processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3987455)
