A note on the time series which is the product of two stationary time series
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Publication:1249917
DOI10.1016/0304-4149(78)90004-2zbMATH Open0387.62074OpenAlexW2061347082MaRDI QIDQ1249917FDOQ1249917
Authors: William E. Wecker 
Publication date: 1978
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(78)90004-2
Cites Work
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
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- On the Exact Covariance of Products of Random Variables
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- The Variance of the Product of K Random Variables
- On the Exact Variance of Products
- Formulation of a Nonlinear Predictor
Cited In (9)
- Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors
- Identification of composite (∑+II) arma models by relatively simpler models
- On the study of some functions of multivariate ARMA processes
- System identification using kernel-based regularization: new insights on stability and consistency issues
- A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES
- On the memory of products of long range dependent time series
- Title not available (Why is that?)
- Parameter estimation for auto-regressive systems with missing observations
- On the product of two harmonizable time series
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