STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE
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Publication:3440784
DOI10.1111/1467-9892.00302zbMath1118.60028MaRDI QIDQ3440784
Publication date: 29 May 2007
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00302
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G15: Gaussian processes
Cites Work