A CENTRAL-LIMIT-THEOREM FOR AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES

被引：1
|
作者：
ANGUS, JE
机构：
[1] Department of Mathematics, The Claremont Graduate School, Claremont, CA 91711
来源：
MATHEMATICAL AND COMPUTER MODELLING | 1993年 / 17卷 / 10期
关键词：
D O I：
10.1016/0895-7177(93)90112-C
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
A central limit theorem for normalized sums of random variables that form an autoregressive integrated moving average (ARIMA) process is developed. The need for such a limit theorem is discussed in connection with modeling total compensation costs associated with insurance or medical claims.
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页码：3 / 9
页数：7
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