Martingale decomposition and approximations for nonlinearly dependent processes
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Publication:2322644
DOI10.1016/j.spl.2019.04.012zbMath1459.60090MaRDI QIDQ2322644
Publication date: 5 September 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2019.04.012
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G42: Martingales with discrete parameter
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Uses Software
Cites Work
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