The use of the variogram in construction of stationary time series models
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Publication:4660533
DOI10.1239/jap/1101840554zbMath1064.62099OpenAlexW1974962516MaRDI QIDQ4660533
Publication date: 4 April 2005
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1101840554
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stationary stochastic processes (60G10)
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Covariance models for multivariate random fields resulting from pseudo cross-variograms, A note on processes with random stationary increments, Spatio-temporal variograms and covariance models, Stochastic processes with a particular type of variograms
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