Series cronologicas estacionarias

DOI10.1007/BF03006064zbMath0043.34903MaRDI QIDQ5806263

Herman Wold

Publication date: 1951

Published in: Trabajos de Estadistica (Search for Journal in Brave)

zbMATH Keywords

point processes; expository article; stationary time series; extended bibliography; illustrative applications; tests concerning correlogram and regression

Mathematics Subject Classification ID

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

62-02: Research exposition (monographs, survey articles) pertaining to statistics

Cites Work

• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• Korrelationstheorie der stationären stochastischen Prozesse
• The law of the iterated logarithm for identically distributed random variables
• IV.—On Least Squares and Linear Combination of Observations
• A Large-Sample Test for the Goodness of Fit of Autoregressive Schemes
• Notes on the calculation of autocorrelations of linear autoregressive schemes
• A Statistical Problem Connected with the Counting of Radioactive Particles
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• On Prediction in Stationary Time Series
• The fundamental limit theorems in probability
• The Elementary Gaussian Processes
• Stochastic Problems in Physics and Astronomy
• Stochastic processes and statistical inference
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