Periodically Correlated Processes with Discontinuous Correlation Functions
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Publication:4091203
DOI10.1137/1119088zbMath0326.60064MaRDI QIDQ4091203
Publication date: 1974
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1119088
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60K99: Special processes
60G99: Stochastic processes
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