Multiple stochastic integrals with dependent integrators
type: Item
instance of: scholarly article
title: Multiple stochastic integrals with dependent integrators
zbMATH Open document ID: 0649.60064
DOI: 10.1016/0047-259X(87)90101-1
author: Robert Fox
author: Murad S. Taqqu
published in: Journal of Multivariate Analysis
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 33E99
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 4060454
zbMATH Keywords: Multiple integrals
zbMATH Keywords: Hermite polynomials
zbMATH Keywords: Cumulants of double integrals
zbMATH Keywords: correlated stationary sequences
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4060454