Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals

DOI10.1016/0304-4149(92)90043-PzbMath0755.60031OpenAlexW2068630679MaRDI QIDQ1194602

Gyorgy H. Terdik

Publication date: 4 October 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90043-p

zbMATH Keywords

Wiener-Itô spectral representationbilinear propertiesbilinear stochastic modelsGaussian white noise processes

Mathematics Subject Classification ID

Gaussian processes (60G15) General second-order stochastic processes (60G12)

Related Items

Non-Gaussian scenarios for the heat equation with singular initial conditions

Cites Work

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