scientific article; zbMATH DE number 1336728

MaRDI QIDQ4258808zbMATH OpenFDO

Authors Janos Máth, Gy. Terdik

Publication date 14 September 1999

zbMATH Keywords

bilinear predictionbilinear processesbispectrumHermite degree-2 processeslinear prediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)

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(6)

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• The exact bispectra for bilinear realizable processes with hermite degree 2
• When the bispectrum is real-valued
• scientific article; zbMATH DE number 957396 (Why is no real title available?)
• On the predictor of non-full-rank bivariate stochastic processes

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