ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL

DOI10.1111/j.1467-9892.1986.tb00490.xzbMath0595.60041OpenAlexW2161310751MaRDI QIDQ3727066

Mohsen Pourahmadi

Publication date: 1986

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00490.x

zbMATH Keywords

spectral densitymoment generating functiondoubly stochastic moving average processsecond order strictly stationary process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Characteristic functions; other transforms (60E10)

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