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

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