Abstract
Let\({\bigl (X_{n},\,n \in \mathbb{Z}\bigr )}\) be a discrete-time stationary stochastic process.
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Samorodnitsky, G. (2016). Elements of Ergodic Theory of Stationary Processes and Strong Mixing. In: Stochastic Processes and Long Range Dependence. Springer Series in Operations Research and Financial Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-45575-4_2
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DOI: https://doi.org/10.1007/978-3-319-45575-4_2
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