scientific article; zbMATH DE number 1336728

zbMATH Open0964.62510MaRDI QIDQ4258808FDOQ4258808

Authors: Janos Máth, Gy. Terdik 

Publication date: 14 September 1999

Title of this publication is not available (Why is that?)

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zbMATH Keywords

linear predictionbilinear processesbispectrumbilinear predictionHermite degree-2 processes

Mathematics Subject Classification ID

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

Cited In (4)

• On the predictor of non-full-rank bivariate stochastic processes
• When the bispectrum is real-valued
• On the linear prediction of multivariate \((2,p)\)-bounded processes
• On Wiener–Ito representation and the best linear predictors for bilinear time series

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