As is well understood, these moments can be computed immediately from the solution of the model's stationary distribution $\left(\lambda\right)$, either by approximating the integral or by calculating ...

We show how to use these generators to construct moment conditions implied by stationary Markov processes. Generalized method of moments estimators and tests can be constructed using these moment ...

Abstract: New properties are derived for the moments of real and of complex Ganssian processes ... Our results are general and hold for processes that are not necessarily of zero mean or stationary; ...