Anon

426 Index

Weak law of large numbers, 367
Weakly stationary variables, 194
Weighted least squares estimates, 96
Weighted least squares estimation technique,
95–96
Weighted least squares (WLS) method,
95–96, 276–278
White, Alan, 230
White noise, 11, 171–172, 175–176, 181,
183, 188, 190
White noise process, 171

Winsorized mean, 409

Winsorized standard deviation, 410

Winsor’s principle, 408

Wold, Herman, 178

Xiao, Zhuijie, 148

Yoo, Byung, 197

Zeng, Qi, 148

Zero matrix, 387