Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154667 | Statistics & Probability Letters | 2006 | 11 Pages |
Abstract
In this paper, we discuss moving-average process Xk=âi=-ââai+kÉi, where {Éi;-â1+p/2, then limεâ0ε2(r-p)/(2-p)-1ân=1ânr/p-2-1/pE{|Sn|-εn1/p}+=p(2-p)(r-p)(2r-p-2)E|Z|2(r-p)/(2-p),where Z has a normal distribution with mean 0 and variance Ï2=Ï2(âi=-ââai)2.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Li Yun-Xia,