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On moments of the maximum of partial sums of moving average processes under dependence assumptions

✍ Scribed by Xing-cai Zhou; Jin-guan Lin

Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2011
Tongue: English
Weight: 199 KB
Volume: 27
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-011-0114-6

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