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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- © Copyright 1976 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 56 (1976), 281-287
- MSC: Primary 60G10; Secondary 62M10
- DOI: https://doi.org/10.1090/S0002-9939-1976-0402890-1
- MathSciNet review: 0402890