What is a one sample t test? The t test is a commonly used hypothesis test in statistics that allows us to compare the mean value of a group of sampled data with some hypothesized value, usually a ...
Let Y(n)=Σ i=0 ∞ ρ (i)ε (n-i), n = 1,2,... be a moving average process of infinite order where the innovations ε (k) are in the domain of attraction of a stable law with index α ∈ (0,2) and the ...