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

DOI10.1016/0304-4149(78)90004-2zbMath0387.62074OpenAlexW2061347082MaRDI QIDQ1249917

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)

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Cites Work

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• On the Exact Variance of Products
• The Variance of the Product of K Random Variables
• On the Exact Covariance of Products of Random Variables
• Formulation of a Nonlinear Predictor