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Random sequences with normal covariances. (English) Zbl 0632.60031

This paper describes processes which have normal covariances. They form a large class of processes and include stationary, symmetric and locally stationary processes. The spectral properties of such processes are discussed and some characterizations of normal covariances are presented.
Reviewer: Ed.McKenzie

MSC:

60G10 Stationary stochastic processes
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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References:

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