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Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes

✍ Scribed by M.B. Vermaat; F.H. van der Meulen; R.J.M.M. Does

Book ID: 108267507
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 781 KB
Volume: 78
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2008.01.041

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