Wang, Qiying; Lin, Yan-Xia; Gulati, Chandra M. - In: Statistics & Probability Letters 54 (2001) 4, pp. 347-356
Let Xt be a moving average process defined by Xt=[summation operator]k=0[infinity][psi]k[var epsilon]t-k, t=1,2,... , where the innovation {[var epsilon]k} is a centered sequence of random variables and {[psi]k} is a sequence of real numbers. Under conditions on {[psi]k} which entail that {Xt}...
