Cumulants of polylinear forms of a stationary sequence
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Publication:1256823
DOI10.1007/BF00968488zbMath0404.62063MaRDI QIDQ1256823
Publication date: 1978
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Cumulants; Fourier Coefficients; Spectral Analysis; Asymptotic Normality; Stationary Process; Stationary Random Sequence
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
Cites Work