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Q4791826 - MaRDI portal

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scientific article; zbMATH DE number 1862965
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English
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scientific article; zbMATH DE number 1862965

    Statements

    publication date
    3 February 2003
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    Mathematics Subject Classification ID
    62M10
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    62H99
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    60H99
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    zbMATH DE Number
    1862965
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    zbMATH Keywords
    cumulants
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    spectra
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    Hermite polynomials
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    multiple time series
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    multiple Wiener-Ito integrals
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    subordinated vector processes
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    bilinear models
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    author
    Gyorgy H. Terdik
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