On random white noise processes with memory for time series analysis

DOI10.1142/9789813225466_0004MaRDI QIDQ4602808zbMATH OpenOpenAlexFDO

Authors Christopher C. Bernido, M. Victoria Carpio-Bernido

Publication date 6 February 2018

Published in White Noise Analysis and Quantum Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789813225466_0004

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) White noise theory (60H40) Processes in random environments (60K37)

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Cited in

(1)

• Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions

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