On time-dependent linear transformations of non-stationary stochastic processes
Tong, Howell
(1974)
On time-dependent linear transformations of non-stationary stochastic processes
Journal of Applied Probability, 11 (1).
pp. 53-62.
ISSN 0021-9002
| Item Type | Article |
|---|---|
| Departments |
Economics Statistics |
| Date Deposited | 08 Jul 2008 15:31 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6622 |
Explore Further
- http://www.appliedprobability.org/ap.html (Official URL)