scientific article; zbMATH DE number 4209418

MaRDI QIDQ3357404zbMATH OpenFDO

Authors Jiuyu Shi, Jinguan Du

Publication date 1990

zbMATH Keywords

De Moivre- Laplace theoremestimation of the spectra of stationary Gaussian seriesmultidimensional casetime series with finite state

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 4034924
• scientific article; zbMATH DE number 5167670
• Publication:4727241
• A note on a Marčenko-Pastur type theorem for time series
• On the convergence of the spectrum of finite order approximations of stationary time series
• Exact Modeling of a Finite Time Series
• scientific article; zbMATH DE number 3978204
• On strong ergodicity of iterated function systems, with applications to time series models
• A note on the passage time of finite-state Markov chains

Cited in

(3)

• scientific article; zbMATH DE number 5167670 (Why is no real title available?)
• scientific article; zbMATH DE number 3917507 (Why is no real title available?)
• scientific article; zbMATH DE number 4034924 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3357404)