On Modeling a Class of Weakly Stationary Processes
In this article, we show that a general class of weakly stationary time series can be modeled applying Gaussian subordinated processes. We show that, for any given weakly stationary time series (zt)z∈ℕ with given equal one-dimensional marginal distribution, one can always construct a function f and...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2020-01-01
|
| Series: | Frontiers in Applied Mathematics and Statistics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/article/10.3389/fams.2019.00068/full |