Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals (Q1129491)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals |
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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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