scientific article

zbMath0637.62084MaRDI QIDQ3777275

Aleš Linka

Publication date: 1988

Full work available at URL: https://eudml.org/doc/28284

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

linear transformationcovariance functionARMA structurescalar product of two ARMA processesTransformations of multivariate ARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

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• Linear transformations of vector ARMA processes
• A note on the time series which is the product of two stationary time series
• A UNIFIED APPROACH TO THE STUDY OF SUMS, PRODUCTS, TIME-AGGREGATION AND OTHER FUNCTIONS OF ARMA PROCESSES

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