Accession Number:

ADA024829

Title:

An Investigation of the Properties of the Exponential Moving Average Point Process

Descriptive Note:

Masters thesis

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

Report Date:

1976-03-01

Pagination or Media Count:

63.0

Abstract:

Properties of a stationary sequence of random variables chii which have exponential marginal distributions and random linear combinations of order one of an i.i.d. exponential sequence epsiloni were discussed by Lawrence and Lewis 1976 they called this model the EMA1 exponential moving average of order one point process. This paper will investigate the estimators of the parameter beta of the EMA1 process, and some basic properties of the EMA2 process, and then extend these results to the EMAK process.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE