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The analysis and inference about data observed over a general(continuous or discrete) time space. Usually related to stochastic processes and will probably receive better response under that tag.

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Counterexample for absolute summability of autocovariances of strictly stationary strongly m...

We can construct a strictly stationary sequence $\left(X_k\right)_{k\in\mathbb Z}$ having the following properties: $X_0$ has finite moments of any order. $\beta(k)\leqslant Ck^{-1+\delta}$ for some …
Davide Giraudo's user avatar