Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2009, Number 1, Pages 8–11 (Mi vmumm837)  
Mathematics

Testing the hypothesis on the “drift” of parameters in the moving average model

I. G. Èrlikh
Full-text PDF (206 kB)
Received: 04.04.2007
Bibliographic databases:
Document Type: Article
UDC: 519.233.3+519.246.8
Language: Russian
Citation: I. G. Èrlikh, “Testing the hypothesis on the “drift” of parameters in the moving average model”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2009, no. 1, 8–11
Citation in format AMSBIB
\Bibitem{Erl09}
\by I.~G.~\`Erlikh
\paper Testing the hypothesis on the “drift” of parameters in the moving average model
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2009
\issue 1
\pages 8--11
\mathnet{http://mi.mathnet.ru/vmumm837}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2517028}
\zmath{https://zbmath.org/?q=an:1304.62112}
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