On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312): Difference between revisions
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Revision as of 03:59, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence |
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On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (English)
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9 August 2019
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central limit theorem
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continuous time moving average process
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Lévy process
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Ornstein-Uhlenbeck process
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renewal sampling
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sample autocorrelation
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