Article ID Journal Published Year Pages File Type
1154667 Statistics & Probability Letters 2006 11 Pages PDF
Abstract
In this paper, we discuss moving-average process Xk=∑i=-∞∞ai+kɛi, where {ɛi;-∞1+p/2, then limε↘0ε2(r-p)/(2-p)-1∑n=1∞nr/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 τ2=σ2(∑i=-∞∞ai)2.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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