scientific article; zbMATH DE number 1396192

MaRDI QIDQ4935609zbMATH OpenFDO

Authors C. M. Martins

Publication date 13 June 2000

zbMATH Keywords

autocorrelation functionbilinear time seriesconditional expectationergodicitystationaritythird-order moments

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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