Autocorrelation, autoregression and autoregressive approximation (Q1050059)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Autocorrelation, autoregression and autoregressive approximation |
scientific article; zbMATH DE number 3808783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Autocorrelation, autoregression and autoregressive approximation |
scientific article; zbMATH DE number 3808783 |
Statements
Autocorrelation, autoregression and autoregressive approximation (English)
0 references
1982
0 references
autocorrelation
0 references
autoregression
0 references
autoregressive approximation
0 references
rate of almost sure convergence of autocovariances
0 references
best linear predictor
0 references
best predictor
0 references
martingales
0 references
law of iterated logarithm
0 references
strong convergence
0 references
method of subsequences
0 references
stationary ergodic process
0 references
zero mean
0 references
finite variance
0 references
linear innovations
0 references
