Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes |
scientific article |
Statements
Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (English)
0 references
17 September 2008
0 references
autoregressive processes
0 references
