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A characterization problem in stationary time series. (English) Zbl 0488.62066


MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E10 Characterization and structure theory of statistical distributions
62M20 Inference from stochastic processes and prediction
60G10 Stationary stochastic processes
60E10 Characteristic functions; other transforms
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