A note on the Berman condition
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Publication:654424
DOI10.1214/10-BJPS119zbMath1229.62127arXiv1003.2831MaRDI QIDQ654424
Publication date: 28 December 2011
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.2831
62M20: Inference from stochastic processes and prediction
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Cites Work