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Multidimensional Stationary Time Series - MaRDI portal

Multidimensional Stationary Time Series

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Publication:4987819

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DOI10.1201/9781003107293zbMath1470.62003OpenAlexW4205663115MaRDI QIDQ4987819

Tamas Szabados, Marianna Bolla

Publication date: 4 May 2021

Full work available at URL: https://doi.org/10.1201/9781003107293

zbMATH Keywords

harmonic analysis stationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Harmonic analysis on homogeneous spaces (43A85)

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