What is a linear process?

DOI10.1073/PNAS.93.22.12128zbMATH Open0863.62074OpenAlexW2128817385WikidataQ37226581 ScholiaQ37226581MaRDI QIDQ5690791FDOQ5690791

Authors: P. J. Bickel, Peter Bühlmann 

Publication date: 3 June 1997

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.93.22.12128

Recommendations

• Closure of linear processes
• Non-negative linear processes
• ON LINEAR PROCESSES WITH GIVEN MOMENTS
• LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY

zbMATH Keywords

ergodicityGaussian processlinear processesinfinitely divisible lawmoving average processesnonlinear processMallows metricchaos plus noiseinfinitely long data sequence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Stochastic processes (60G99)

Cited In (6)

• Impossible inference in econometrics: theory and applications
• Portmanteau tests for linearity of stationary time series
• A single-blind controlled competition among tests for nonlinearity and chaos
• Martingales, nonlinearity, and chaos
• Assessing Persistence In Discrete Nonstationary Time‐Series Models
• Titration of chaos with added noise

This page was built for publication: What is a linear process?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5690791)