Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823)
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scientific article; zbMATH DE number 5344899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes |
scientific article; zbMATH DE number 5344899 |
Statements
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (English)
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17 September 2008
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autoregressive processes
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0.8839838
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0.87625504
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0.8759593
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0.86921746
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0.8682361
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