An investigation of the properties of the exponential moving average point process.
| dc.contributor.advisor | Lewis, Peter A.W. | |
| dc.contributor.author | Lo, Tzy-dah Jathro | |
| dc.date | March 1976 | |
| dc.date.accessioned | 2012-11-16T18:48:00Z | |
| dc.date.available | 2012-11-16T18:48:00Z | |
| dc.date.issued | 1976-03 | |
| dc.identifier.uri | https://hdl.handle.net/10945/17821 | |
| dc.description.abstract | Properties of a stationary sequence of random variables {xᵢ} which have exponential marginal distributions and random linear combinations of order one of an i.i.d. exponential sequence {eᵢ} were discussed by Lawrance 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 ß of the EMA1 process, and some basic properties of the EMA2 process, and then extend these results to the EMAk process. | |
| dc.description.uri | http://archive.org/details/aninvestigationo1094517821 | |
| dc.language.iso | en_US | |
| dc.publisher | Monterey, California. Naval Postgraduate School | en_US |
| dc.rights | Copyright is reserved by the copyright owner | |
| dc.title | An investigation of the properties of the exponential moving average point process. | en_US |
| dc.type | Thesis | en_US |
| dc.contributor.secondreader | Richards, F.R. | |
| dc.contributor.corporate | Naval Postgraduate School (U.S.) | |
| dc.contributor.department | Operations Research | |
| dc.subject.author | linear combinations | |
| dc.subject.author | moving average | |
| dc.subject.author | point process | |
| dc.subject.author | stationary random sequence | |
| dc.subject.author | estimating the parameter ß | |
| dc.subject.author | serial correlations | |
| dc.subject.author | joint expectations | |
| dc.subject.author | asymptotically unbiased | |
| dc.description.service | Commander, Chinese Navy | |
| etd.thesisdegree.name | M.S. in Operations Research | en_US |
| etd.thesisdegree.level | Masters | en_US |
| etd.thesisdegree.discipline | Operations Research | en_US |
| etd.thesisdegree.grantor | Naval Postgraduate School | en_US |
| dc.description.distributionstatement | Approved for public release; distribution is unlimited. |
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