A note on the time series which is the product of two stationary time series

DOI10.1016/0304-4149(78)90004-2MaRDI QIDQ1249917zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• scientific article; zbMATH DE number 3138094 (Why is no real title available?)
• scientific article; zbMATH DE number 3537122 (Why is no real title available?)
• scientific article; zbMATH DE number 3221815 (Why is no real title available?)
• Formulation of a Nonlinear Predictor
• On the Exact Covariance of Products of Random Variables
• On the Exact Variance of Products
• The Variance of the Product of K Random Variables
• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear 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
• scientific article; zbMATH DE number 4039069 (Why is no real title available?)
• Parameter estimation for auto-regressive systems with missing observations
• On the product of two harmonizable time series

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