On Quotients of Moving Average Processes with Infinite Mean
نویسندگان
چکیده
منابع مشابه
On Quotients of Moving Average Processes with Infinite Mean
In this paper it is shown that one can estimate the sum of the weights used to form a stationary moving average stochastic process based on nonnegative random variables by taking the limit in probability of suitable quotients, even when the random variables involved have infinite expectation.
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1976
ISSN: 0002-9939
DOI: 10.2307/2041620