Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491)
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scientific article; zbMATH DE number 1192705
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| English | Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals |
scientific article; zbMATH DE number 1192705 |
Statements
Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (English)
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9 February 1999
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Wiener-Itô representation
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nonlinear time series
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transfer functions
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autocovariance function
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spectral density function
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0.8305546641349792
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0.7925368547439575
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0.7849423885345459
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0.7766504883766174
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