Browsing by Subject "Stable moving average"

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    • Article  

      Large sample theory for statistics of stable moving averages 

      McElroy, T.; Politis, Dimitris Nicolas (2004)
      We study the limit behavior of the partial sums, sample variance, and periodogram of the stable moving average process x(t)= ∫ ψ(t + x)double struck M sign (dx) explored in Resnick, S., Samorodnitsky, G., and Xue, F. (1999). ...