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Gaussian and nonGaussian linear sequences. (English) Zbl 0850.60011

New directions in time series analysis. Part I, Proc. Workshop, Minneapolis/MN (USA) 1990, IMA Volumes in Mathematics and Its Applications 45, 327-333 (1992).
For the entire collection see [Zbl 0761.00003].

MSC:

60G15 Gaussian processes
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)