On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments
Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 4, pp. 470-473
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)).
@article{TVP_1963_8_4_a7,
author = {A. N. Shiryaev},
title = {On {Conditions} for {Ergodicity} of {Stationary} {Processes} in {Terms} of {Higher} {Order} {Moments}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {470--473},
year = {1963},
volume = {8},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_4_a7/}
}
A. N. Shiryaev. On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments. Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 4, pp. 470-473. http://geodesic.mathdoc.fr/item/TVP_1963_8_4_a7/