Edgeworth's time series model: not AR(1) but same covariance structure (Q2330757)
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scientific article; zbMATH DE number 7121310
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| English | Edgeworth's time series model: not AR(1) but same covariance structure |
scientific article; zbMATH DE number 7121310 |
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Edgeworth's time series model: not AR(1) but same covariance structure (English)
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23 October 2019
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Edgeworth process
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AR(1)
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model diagnostics
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counterexample
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0.7723761796951294
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0.7426112294197083
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0.717174768447876
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0.7138000726699829
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