A central limit theorem for autoregressive integrated moving average processes

DOI10.1016/0895-7177(93)90112-CzbMath0781.60030MaRDI QIDQ1310184

John E. Angus

Publication date: 2 January 1994

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

central limit theoremautoregressive integrated moving average

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Related Items (1)

Poisson compounding of dependent random variables: A stochastic model for total claim costs

Cites Work

• Poisson compounding of dependent random variables: A stochastic model for total claim costs
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