Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 4, pp. 470-473
Citer cet article
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/
@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/}
}
TY - JOUR
AU - A. N. Shiryaev
TI - On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1963
SP - 470
EP - 473
VL - 8
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1963_8_4_a7/
LA - ru
ID - TVP_1963_8_4_a7
ER -
%0 Journal Article
%A A. N. Shiryaev
%T On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1963
%P 470-473
%V 8
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1963_8_4_a7/
%G ru
%F TVP_1963_8_4_a7
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)).
