On Thresholds of Moving Averages with Given On-Target Significant Levels

Author： Soltani A. R. Al-Awadhi S. A. Al-Shemeri W. M.

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.36, Iss.14, 2007-01, pp. : 2595-2606

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On Weighted Tempered Moving Averages Processes

By Garmendia Jose Luis Perez

Stochastic Models, Vol. 24, Iss. 1, 2008-01 ,pp. : 227-245

Taylor & Francis Ltd

Access to resources Recommend Favorite

ORDER IDENTIFICATION FOR GAUSSIAN MOVING AVERAGES USING THE COVARIATION

By COLIN GALLAGHER

Journal of Statistical Computation and Simulation, Vol. 72, Iss. 4, 2002-01 ,pp. : 279-283

Taylor & Francis Ltd

Access to resources Recommend Favorite

Large sample theory for statistics of stable moving averages

By Tucker McElroy

Journal of Nonparametric Statistics, Vol. 16, Iss. 3-4, 2004-06 ,pp. : 623-657

Taylor & Francis Ltd

Access to resources Recommend Favorite

Order identification for Gaussian moving averages using the codifference function

By Rosadi Dedi

Journal of Statistical Computation and Simulation, Vol. 76, Iss. 6, 2006-06 ,pp. : 553-559

Taylor & Francis Ltd

Access to resources Recommend Favorite

Tail Calculus with Remainder, Applications to Tail Expansions for Infinite Order Moving Averages, Randomly Stopped Sums, and Related Topics

By Barbe Ph. McCormick W.

Extremes, Vol. 7, Iss. 4, 2004-12 ,pp. : 337-365

Springer Publishing Company

Access to resources Recommend Favorite