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Optimality and robustness of combinations of moving averages
Journal of the Operational Research Society, 2003 A combination of moving averages has been shown previously to be more accurate than simple moving averages, under certain conditions, and to be more robust to non-optimal parameter specification. However, the use of the method depends on specification of
J E Boylan
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Stock return predictability: Evidence from moving averages of trading volume
Pacific-Basin Finance Journal, 2021Baochen Yang, Yunpeng Su
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A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
Journal of the American Statistical Association, 1996George Charles Runger
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A Group of Moving Averages Control Plan for Signaling Varying Location Shifts
Quality Engineering, 2003Ross Sparks
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Infinite variance stable moving averages with long memory
Journal of Econometrics, 1996Murad Taqqu
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Heavy Moving Averages and Their Application in Econometric Forecasting
Cybernetics and Systems, 2018Ernesto Leon-Castro +2 more
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Extremes of Moving Averages of Random Variables with Finite Endpoint
Annals of Probability, 1991Sidney Resnick
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