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 ...

This is a preview. Log in through your library . Abstract To employ linear programming in production-planning problems in the chemical industry it is often necessary to make a linear model of plant ...