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

DOI10.1080/03610920701271061MaRDI QIDQ5438320zbMATH OpenOpenAlexFDO

Authors Shafeeqah A. Al-Awadhi, W. M. al-Shemeri, A. R. 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

moving averageon-target significant levelthreshold

Mathematics Subject Classification ID

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) Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• scientific article; zbMATH DE number 1237738 (Why is no real title available?)
• On threshold moving-average models

Cited in

(1)

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

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