Thresholds of moving average of stationary processes for given on target significant levels

F. Al-Awadhi () and A. Soltani ()

Computational Statistics, 2009, vol. 24, issue 3, 440 pages

Keywords: Markov chains; Stationary distributions; Stationary Gaussian processes; Thresholds; On target significant levels; Primary 60G10; 60G15; Secondary 60J20 (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/s00180-008-0135-7 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:compst:v:24:y:2009:i:3:p:431-440

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/180/PS2

DOI: 10.1007/s00180-008-0135-7

Access Statistics for this article

Computational Statistics is currently edited by Wataru Sakamoto, Ricardo Cao and Jürgen Symanzik

More articles in Computational Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().