Stationarity and second-order properties of a scalar-valued nonlinear time series with Gaussian residuals

DOI10.1016/S0898-1221(97)00292-7zbMath0905.62089OpenAlexW2017757203MaRDI QIDQ1129491

Márton Ispány

Publication date: 9 February 1999

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0898-1221(97)00292-7

zbMATH Keywords

autocovariance functiontransfer functionsnonlinear time seriesspectral density functionWiener-Itô representation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Cites Work

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