Jensen-autocorrelation function for weakly stationary processes and applications
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Publication:6650137
DOI10.1016/J.PHYSD.2024.134424MaRDI QIDQ6650137
Publication date: 6 December 2024
Published in: Physica D (Search for Journal in Brave)
convexitytime series analysisstationary processescross-correlationautocorrelationJensen-variance distance
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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