[1] J. Anděl: Statistická analýza časových řad. (Statistical Analysis of Time Series.) SNTL, Praha 1976.
[2] E. M. R. A. Engel:
A unified approach to the study of sums, products, time aggregation and other functions of ARMA processes. J. Time Series Anal. 5 (1984), 159-171.
MR 0770319 |
Zbl 0541.62072
[3] J. W. C. Granger, M. J. Morris:
Time series modelling and interpretation. J. Roy. Statist. Soc. Ser. A 138 (1976), 246-257.
MR 0461816
[4] I. I. Gichman, A. V. Skorochod: Teorija slučajnych processov. Nauka, Moskva 1971.
[5] E. J. Hannan:
Multiple Time Series. Wiley, New York 1971.
MR 0279952
[6] E. J. Hannan:
The identification of vector mixed autoregressive-moving average systems. Biometrika 56 (1969), 223-225.
MR 0254998 |
Zbl 0177.22502
[7] L. Isserlis: On a formula for the product-moment coefficient of any order of a normal frequency distribution in any number of variables. Biometrika 12 (1918), 134-239.
[8] H. Lütkepohl:
Linear transformations of vector ARMA processes. J. Econometrics 26 (1984), 283-293.
MR 0769988
[9] J. A. Rozanov: Stacionarnyje slučajnyje processy. Gos. izd., Moskva 1963.
[10] E. W. Wecker:
A note on the time series which is the product of two stationary time series. Stoch. Proc. Appl. 8 (1978), 153-157.
MR 0520827 |
Zbl 0387.62074