The real part of a complex ARMA process

DOI10.1017/S0266466607070247zbMATH Open1237.62109MaRDI QIDQ2886958FDOQ2886958

Authors: Ralph W. Bailey 

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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