Nonlinear Time Series Models
作者： Kamil Feridun Turkman , Manuel González Scotto , Patrícia de Zea Bermudez
DOI: 10.1007/978-3-319-07028-5_2
关键词:
摘要: Assume that for \(t \in \mathbb{Z}\), (Z t ) and \((Z_{t}^{{\ast}})\) are respectively uncorrelated independent sequences of r.v’s having identical marginal distribution F(⋅ ), with zero mean variance \(\sigma _{Z}^{2} <\infty\).
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