Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. In the previous post, we presented a system for trading VXX, a volatility Exchange Traded Note. The trading ...
In this article we consider the large-sample behavior of estimates of autocorrelations and autoregressive moving average (ARMA) coefficients, as well as their distributions, under weak conditions.
Trevor J. Hefley, Kristin M. Broms, Brian M. Brost, Frances E. Buderman, Shannon L. Kay, Henry R. Scharf, John R. Tipton, Perry J. Williams and Mevin B. Hooten Analyzing ecological data often requires ...
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