Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151841 | Statistics & Probability Letters | 2015 | 6 Pages |
Abstract
An analog of the Davis-Gut law for moving average processes is obtained, which extends the results of Li and Rosalsky (2007) and Chen and Wang (2008).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Xiangdong Liu, Hangyong Qian, Linqiu Cao,