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Teoriya Veroyatnostei i ee Primeneniya, 1963, Volume 8, Issue 4, Pages 470–473 (Mi tvp4694)  

This article is cited in 13 scientific papers (total in 13 papers)

Short Communications

On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments

A. N. Shiryaev

V. A. Steklov Mathematical Institute, USSR Academy of Sciences
Abstract: 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)).
Received: 26.05.1962
English version:
Theory of Probability and its Applications, 1963, Volume 8, Issue 4, Pages 436–439
DOI: https://doi.org/10.1137/1108049
Document Type: Article
Language: Russian
Citation: A. N. Shiryaev, “On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments”, Teor. Veroyatnost. i Primenen., 8:4 (1963), 470–473; Theory Probab. Appl., 8:4 (1963), 436–439
Citation in format AMSBIB
\Bibitem{Shi63}
\by A.~N.~Shiryaev
\paper On Conditions for Ergodicity of Stationary Processes in Terms of Higher Order Moments
\jour Teor. Veroyatnost. i Primenen.
\yr 1963
\vol 8
\issue 4
\pages 470--473
\mathnet{http://mi.mathnet.ru/tvp4694}
\transl
\jour Theory Probab. Appl.
\yr 1963
\vol 8
\issue 4
\pages 436--439
\crossref{https://doi.org/10.1137/1108049}
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  • https://www.mathnet.ru/eng/tvp/v8/i4/p470
  • This publication is cited in the following 13 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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