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

MB Vermaat, FH van der Meulen, RJMM Does

Research output: Contribution to journalArticleScientificpeer-review

4 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1673-1682
Number of pages10
JournalStatistics & Probability Letters
Volume78
Issue number12
Publication statusPublished - 2008

Keywords

  • CWTS JFIS < 0.75

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