Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes
| Autor: | Vermaat, M.B., van der Meulen, F.H., Does, R.J.M.M. |
|---|---|
| Zdroj: | In Statistics and Probability Letters 2008 78(12):1673-1682 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect