What is a linear process?

DOI10.1073/pnas.93.22.12128zbMath0863.62074OpenAlexW2128817385WikidataQ37226581 ScholiaQ37226581MaRDI QIDQ5690791

Peter J. Bickel, Peter Bühlmann

Publication date: 3 June 1997

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.93.22.12128

zbMATH Keywords

Gaussian processergodicitylinear processesinfinitely divisible lawmoving average processesnonlinear processMallows metricchaos plus noiseinfinitely long data sequence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Stochastic processes (60G99)

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