An Approximate Moving Average Representation of the Periodic Stochastic Process

DOI10.14490/JJSS.43.1OpenAlexW1981045091MaRDI QIDQ5413541FDOQ5413541

Authors: Hiroyuki Kato 

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

zbMATH Keywords

moving average representationperiodic stochastic processFourier expansion of Brownian motionSlutzky's theorem

Mathematics Subject Classification ID

Statistics (62-XX)

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