A persistence‐based Wold‐type decomposition for stationary time series
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Publication:5116133
DOI10.3982/QE994zbMath1454.62268OpenAlexW3124894030MaRDI QIDQ5116133
A. Tamoni, Fulvio Ortu, Claudio Tebaldi, Federico Severino
Publication date: 24 August 2020
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe994
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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