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Thresholds of moving average of stationary processes for given on target significant levels.

F. Al-AwadhiAhmad Reza Soltani
Published in: Comput. Stat. (2009)
Keyphrases
  • moving average
  • autoregressive
  • non stationary
  • information retrieval
  • computational complexity
  • feature vectors
  • probabilistic model
  • arma model