Vector Stochastic Processes with Polya-Type Correlation Structure

Ma, CS

Ma, CS (reprint author), Wichita State Univ, Dept Math Stat & Phys, Wichita, KS 67260 USA.; Ma, CS (reprint author), Wuhan Univ Technol, Sch Econ, Wuhan 430070, Hubei, Peoples R China.; Ma, CS (reprint author), Hubei Engn Univ, Sch Math & Stat, Xiaogan 43

INTERNATIONAL STATISTICAL REVIEW, 2017; 85 (2): 340

Abstract

This paper introduces a simple method to construct a stationary process on the real line with a Polya-type covariance function and with any infinitely......

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