scientific article; zbMATH DE number 4124845

zbMATH Open0686.62069MaRDI QIDQ4204973

Gy. Terdik

Publication date: 1988

Title of this publication is not available (Why is that?)

zbMATH Keywords

stationary processWiener-Itô representationARMAQ(P,\({\mathbb{Q}},R)\) modelGaussian white noise with zero meanrecursively defined transfer function systemsecond order stationary solutions

Mathematics Subject Classification ID

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

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