Closure of linear processes

DOI10.1023/A:1022616601841zbMath0890.60033OpenAlexW1840939500MaRDI QIDQ1368997

Peter J. Bickel, Peter Bühlmann

Publication date: 23 June 1998

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022616601841

zbMATH Keywords

infinitely divisible lawAR processdistinction from nonlinear processMA process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General second-order stochastic processes (60G12)

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