EXTENSIONS TO THEORY OF TIME SERIES ANALYSIS.
Quarterly rept. no. 4, 1 May-31 Jul 66,
BROWN UNIV PROVIDENCE RI DIV OF APPLIED MATHEMATICS
Pagination or Media Count:
The rigorous mathematical foundations are presented for the construction of a generalized stochastic process, from basic probabilistic concepts, so as to allow incorporation of properties attributable to the presence of regimes.
- Statistics and Probability