Wold decomposition, prediction and parameterization of stationary processes with infinite variance Academic Article

abstract

• A discrete time stochastic process {t} is said to be a p-stationary process (1

authors

• Pourahmadi, Mohsen

published proceedings

• Probability Theory and Related Fields

author list (cited authors)

• Miamee, A. G., & Pourahmadi, M.

citation count

• 24

complete list of authors

• Miamee, AG||Pourahmadi, M

publication date

• January 1988

publisher

• Springer Nature  Publisher

published in

• Probability Theory and Related Fields  Journal

Digital Object Identifier (DOI)

• 10.1007/bf00319110

start page

• 145

end page

• 164

volume

• 79

issue

• 1

URL

• http%3A%2F%2Fdx.doi.org%2F10.1007%2Fbf00319110