A comment on a conjecture of N. Wiener

DOI10.1016/j.spl.2008.09.001zbMath1165.60016OpenAlexW2079396510WikidataQ123164972 ScholiaQ123164972MaRDI QIDQ1003792

Murray Rosenblatt

Publication date: 4 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.09.001

zbMATH Keywords

stationary processbackward tail fieldconjecture of Wiener

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series analysis of dynamical systems (37M10)

Related Items (5)

Kernel estimation for time series: an asymptotic theory ⋮ Oscillations and moduli of continuity of kernel density estimators under dependence ⋮ Unnamed Item ⋮ Further comments on the representation problem for stationary processes ⋮ On the empirical spectral distribution for matrices with long memory and independent rows

Cites Work

• \(T,T^{-1}\) transformation is not loosely Bernoulli
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