Measurement error of short-term correlation functions of ergodic processes

DOI10.1016/0016-0032(70)90175-4zbMath0305.62057OpenAlexW2078868397MaRDI QIDQ1217439

Alfred A. Wolf

Publication date: 1970

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(70)90175-4

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Stationary stochastic processes (60G10)

Cites Work

• An ergodic theorem and its generalization

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