On the product of two harmonizable time series

DOI10.1016/0304-4149(91)90099-XzbMath0728.60032MaRDI QIDQ805054

Dominique Dehay

Publication date: 1991

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

law of large numbers; asymptotically stationary series; cross spectral bimeasure of two harmonizable time series; harmonizable time series

Mathematics Subject Classification ID

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

60G10: Stationary stochastic processes

62M15: Inference from stochastic processes and spectral analysis

60F15: Strong limit theorems

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On the integral with respect to the tensor product of two random measures

Cites Work

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