Identification of moving average process with infinite variance

Statistics and Probability Letters

Volumn 77, Issue 14, 2007, Pages 1490-1496

  Rosadi, Dedi ^a  

^a GADJAH MADA UNIVERSITY   (Indonesia)

Author keywords

Infinite variance; Moving average; Order identification; Sample normalized co difference

Indexed keywords

EID: 34547394415     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.02.014     Document Type: Article

References (10)

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