On the individual moving average inequality |
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| Authors: | O. D. Anderson |
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| Affiliation: | (1) Civil Service College, London;(2) Present address: Department of Mathematics, Nottingham University, University Park, NG7 2RD Nottingham, England |
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| Abstract: | Summary A very simple deduction of a recently treated inequality is presented and some variations on this proof, drawing together various properties, are discussed. Closure of moving average processes undermultiplication is also mentioned. |
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| Keywords: | Autocorrelation Moving average process |
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