An Approximate Moving Average Representation of the Periodic Stochastic Process
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Publication:5413541
DOI10.14490/jjss.43.1OpenAlexW1981045091MaRDI QIDQ5413541
Publication date: 30 April 2014
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.43.1
moving average representationperiodic stochastic processFourier expansion of Brownian motionSlutzky's theorem
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