On the notion of minimality of a q-variate stationary sequence
DOI10.1007/S11785-015-0457-8zbMATH Open1390.60147OpenAlexW2090186206MaRDI QIDQ682185FDOQ682185
Publication date: 14 February 2018
Published in: Complex Analysis and Operator Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11785-015-0457-8
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Vector spaces, linear dependence, rank, lineability (15A03)
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Cited In (5)
- Minimal quasi-stationary distributions under null \(R\)-recurrence
- Some remarks on duality of stationary sequences
- Some remarks on \(J_0\)-regularity and \(J_0\)-singularity of \(q\)-variate stationary processes
- Regularity and minimality of infinite variance processes
- Subordination, rank, and determinism of multivariate stationary sequences
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