Art

J-GLOBAL ID：201302261764074621   Reference number：13A1358998

AN APPROXIMATE MOVING AVERAGE REPRESENTATION OF THE PERIODIC STOCHASTIC PROCESS

周期性確率過程の移動平均表現の近似

Author (1)： KATO Hiroyuki (Kaetsu Univ., Tokyo, JPN)
Material： Journal of the Japan Statistical Society  (J Jpn Stat Soc)
Volume： 43  Issue： 1  Page： 1-16  Publication year： Jun. 2013 
JST Material Number： L7007A  ISSN： 1882-2754  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： Brownian motion ,  Fourier series ,  *theorem ,  *period(cycle) ,  *stochastic process ,  process ,  approximation method ,  Wiener integral
Semi thesaurus term： moving average process ,  approximation

JST classification (2)： Statistics  (AB08000H) ,  Analysis  (AB05000M)

Reference (15)：

• CHATTERJEE, S. From cycles to shocks : Progress in business-cycle theory. Business Review. 2000, 1-11
• GIL-ALANA, L. A. Testing stochastic cycles in macroeconomic time series. J. Time Ser. Anal. 2001, 22, 4, 411-430
• HARVEY, A. C. Detrending, stylized facts and the business cycle. J. Appl. Econ. 1993, 8, 231-247
• HARVEY, A. C. Tests for deterministic versus indeterministic cycles. J. Time Ser. Anal. 1998, 19, 505-529
• ITO, K. On the convergence of sums of independent banach space valued random variables. Osaka J. Math. 1968, 5, 35-48

Terms in the title (4)： 周期性 ,  確率過程 ,  表現 ,  近似