Schlüter, Stefan - Universität <Erlangen - 2009
moving average given somesimple underlying stochastic processes.[...] … average. Furthermore, we discuss its features and especially derive thedistributional properties of our -based quasilinear … 1867-6707
Constructing a Quasilinear Moving Average Using the Scaling
Function
Stephan Schl uter
Department of Statistics …