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Teoriya Veroyatnostei i ee Primeneniya, 1963, Volume 8, Issue 4, Pages 470–473
(Mi tvp4694)
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This article is cited in 13 scientific papers (total in 13 papers)
Short Communications
On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments
A. N. Shiryaev V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract:
In this paper the necessary and sufficient conditions are given for the ergodicity of stationary processes in terms of time and spectral moments of higher order (equations (2) and (4)).
Received: 26.05.1962
Citation:
A. N. Shiryaev, “On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments”, Teor. Veroyatnost. i Primenen., 8:4 (1963), 470–473; Theory Probab. Appl., 8:4 (1963), 436–439
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https://www.mathnet.ru/eng/tvp4694 https://www.mathnet.ru/eng/tvp/v8/i4/p470
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