Continuous-parameter time series

DOI10.1515/9783111325033MaRDI QIDQ6587248zbMATH OpenFDO

Authors Peter J. Brockwell, Alexander Lindner

Publication date 13 August 2024

Published in De Gruyter Studies in Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Software, source code, etc. for problems pertaining to statistics (62-04) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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Cited in

(1)

• Mixed orthogonality graphs for continuous-time stationary processes

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