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BibTeX entry
@Article{Vermaat:2008:ABV,
author = "M. B. Vermaat and F. H. van der Meulen and R. J. M. M.
Does",
title = "Asymptotic behavior of the variance of the {EWMA}
statistic for autoregressive processes",
journal = j-STAT-PROB-LETT,
volume = "78",
number = "12",
pages = "1673--1682",
day = "1",
month = sep,
year = "2008",
CODEN = "SPLTDC",
ISSN = "0167-7152 (print), 1879-2103 (electronic)",
ISSN-L = "0167-7152",
bibdate = "Sun Jun 1 11:17:48 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statproblett2000.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0167715208000321",
acknowledgement = ack-nhfb,
fjournal = "Statistics \& Probability Letters",
journal-URL = "http://www.sciencedirect.com/science/journal/01677152",
}
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