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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Latest revision as of 23:50, 17 December 2024

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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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