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ORCID"S-ARMA Model and Wold Decomposition for Covariance Stationary ..."
Jules Sadefo Kamdem, Babel Raïssa Guemdjo Kamdem, Carlos Ougouyandjou (2021)
- Jules Sadefo Kamdem, Babel Raïssa Guemdjo Kamdem, Carlos Ougouyandjou:
S-ARMA Model and Wold Decomposition for Covariance Stationary Interval-Valued Time Series Processes. New Math. Nat. Comput. 17(1): 191-213 (2021)
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