Let Y(n)=Σ i=0 ∞ ρ (i)ε (n-i), n = 1,2,... be a moving average process of infinite order where the innovations ε (k) are in the domain of attraction of a stable law with index α ∈ (0,2) and the ...
Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...
Some general results concerning the asymptotic behavior of the value of the empirical distribution function at a random point (e.g. the sample mean) are given. These results are then used to obtain: ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback