On Thresholds of Moving Averages with Given On-Target Significant Levels

DOI10.1080/03610920701271061zbMath1133.62074OpenAlexW2113694997MaRDI QIDQ5438320

W. M. al-Shemeri, Shafiqah A. Al-Awadhi, Ahmad Reza Soltani

Publication date: 23 January 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701271061

zbMATH Keywords

thresholdmoving averageon-target significant level

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Thresholds of moving averages of stationary processes for given target significant levels

Cites Work

• On threshold moving-average models
• Unnamed Item

This page was built for publication: On Thresholds of Moving Averages with Given On-Target Significant Levels