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A generalization of randomized moving average models for stationary time series with arbitrary one-dimensional distribution. (Russian) Zbl 0673.62081
Methods of statistical modelling, Collect. Sci. Works, 12-15 (1986).

[For the entire collection see Zbl 0669.00019.]

A model for the process (1) ξ t =ξ t-δ t 0 with an arbitrary probability distribution P(ξ<x)=F(x) is proposed, where ···,ξ -1 0 ,ξ 0 0 ,ξ 1 0 ,··. are independent and equally distributed according to F(x) and δ t is a stationary integer process, which is independent of (ξ i 0 ). The proposed generalization of the model is based on the fact that the process (1) is stationary not only if this holds for δ t .

MSC:
62M10Time series, auto-correlation, regression, etc. (statistics)
60G10Stationary processes