Periodically Correlated Random Sequences

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Publication:5424040


DOI10.1002/9780470182833zbMath1138.60003MaRDI QIDQ5424040

Abolghassem Miamee, Harry L. Hurd

Publication date: 1 November 2007

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9780470182833


62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

60G12: General second-order stochastic processes

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

60G25: Prediction theory (aspects of stochastic processes)


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