Linear processes: properties and asymptotic results (in Russian)
AbstractThis essay surveys results for linear time series including Wold decomposition, properties of spectral density functions and lag operators, autoregressive moving average models, Beveridge–Nelson decomposition, and Phillips–Solo device for deriving asymptotics.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Quantile in its journal Quantile.
Volume (Year): (2012)
Issue (Month): 10 (December)
Contact details of provider:
Web page: http://quantile.ru/
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Stanislav Anatolyev).
If references are entirely missing, you can add them using this form.