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On quotients of moving average processes with infinite mean

Author: Marek Kanter
Journal: Proc. Amer. Math. Soc. 56 (1976), 281-287
MSC: Primary 60G10; Secondary 62M10
Erratum: Proc. Amer. Math. Soc. 67 (1977), 362.
MathSciNet review: 0402890
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Abstract: 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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Keywords: Moving average process, stationary process, ergodic theorems, quotients of independent random variables, metric linear space
Article copyright: © Copyright 1976 American Mathematical Society

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