Terdik, György H. Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions. (English) Zbl 07618875 Theory Probab. Math. Stat. 107, 111-132 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{G. H. Terdik}, Theory Probab. Math. Stat. 107, 111--132 (2022; Zbl 07618875) Full Text: DOI
Rao, Tata Subba; Terdik, Gyorgy On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data. (English) Zbl 1360.62477 J. Time Ser. Anal. 38, No. 2, 308-325 (2017). MSC: 62M30 62M10 62G10 PDFBibTeX XMLCite \textit{T. S. Rao} and \textit{G. Terdik}, J. Time Ser. Anal. 38, No. 2, 308--325 (2017; Zbl 1360.62477) Full Text: DOI arXiv
Rao, T. Subba; Terdik, Gy. On the theory of discrete and continuous bilinear time series models. (English) Zbl 1016.62102 Shanbhag, D. N. (ed.) et al., Stochastic processes: Modelling and simulation. Amsterdam: North-Holland. Handb. Stat. 21, 827-870 (2003). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{T. S. Rao} and \textit{Gy. Terdik}, Handb. Stat. 21, 827--870 (2003; Zbl 1016.62102)
Iglói, Endre; Terdik, György Superposition of diffusions with linear generator and its multifractal limit process. (English) Zbl 1017.60087 ESAIM, Probab. Stat. 7, 23-88 (2003). MSC: 60J60 60G10 93E12 60J70 PDFBibTeX XMLCite \textit{E. Iglói} and \textit{G. Terdik}, ESAIM, Probab. Stat. 7, 23--88 (2003; Zbl 1017.60087) Full Text: DOI Numdam EuDML
Iglói, E.; Terdik, G. Long-range dependence through gamma-mixed Ornstein-Uhlenbeck process. (English) Zbl 0934.60030 Electron. J. Probab. 4, Paper No. 16, 33 p. (1999). MSC: 60G15 PDFBibTeX XMLCite \textit{E. Iglói} and \textit{G. Terdik}, Electron. J. Probab. 4, Paper No. 16, 33 p. (1999; Zbl 0934.60030) Full Text: EuDML EMIS
Iglói, E.; Terdik, Gy. Bilinear stochastic systems with fractional Brownian motion input. (English) Zbl 0948.60050 Ann. Appl. Probab. 9, No. 1, 46-77 (1999). Reviewer: Monique Pontier (Toulouse) MSC: 60H05 62M15 93E03 PDFBibTeX XMLCite \textit{E. Iglói} and \textit{Gy. Terdik}, Ann. Appl. Probab. 9, No. 1, 46--77 (1999; Zbl 0948.60050) Full Text: DOI
Terdik, Gy. An approximate Wiener-series expansion and a condition of stationarity for some quadratic time series models. (English) Zbl 0716.60036 Publ. Math. Debr. 36, No. 1-4, 299-311 (1989). Reviewer: M.P.Mokljacuk MSC: 60G12 62M20 60G10 PDFBibTeX XMLCite \textit{Gy. Terdik}, Publ. Math. Debr. 36, No. 1--4, 299--311 (1989; Zbl 0716.60036)
Terdik, Gy.; Rao, T. Subba On Wiener-Ito representation and the best linear predictors for bilinear time series. (English) Zbl 0677.60044 J. Appl. Probab. 26, No. 2, 274-286 (1989). Reviewer: M.P.Mokljačuk MSC: 60G25 60G12 60H05 PDFBibTeX XMLCite \textit{Gy. Terdik} and \textit{T. S. Rao}, J. Appl. Probab. 26, No. 2, 274--286 (1989; Zbl 0677.60044) Full Text: DOI
Terdik, G. Conditions for stationarity of QUILO models with Gaussian residuals. (English) Zbl 0665.60040 Probability theory and mathematical statistics with applications, Proc. 5th Pannonian Symp., Visegrád/Hung. 1985, 341-351 (1989). Reviewer: T.Cipra MSC: 60G10 PDFBibTeX XML
Terdik, G. Transfer functions and conditions for stationarity of bilinear models with Gaussian residuals. (English) Zbl 0588.62159 Proc. R. Soc. Lond., Ser. A 400, No. 1819, 315-330 (1985). Reviewer: H.Niemi MSC: 62M10 62M15 60G10 60G15 PDFBibTeX XMLCite \textit{G. Terdik}, Proc. R. Soc. Lond., Ser. A 400, No. 1819, 315--330 (1985; Zbl 0588.62159) Full Text: DOI