An exponential moving-average sequence and point process (EMA1)

DOI10.2307/3213263zbMath0442.60051OpenAlexW2322143332MaRDI QIDQ3884902

Peter A. W. Lewis, Anthony J. Lawrance

Publication date: 1977

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213263

zbMATH Keywords

moving-average sequencestationary counting process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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