On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes (Q3452746): Difference between revisions

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On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes
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    On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes (English)
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    13 November 2015
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    \(\alpha\)-stable distribution
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    domain of attraction
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    identification
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    infinite moving average
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    linear process
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    mixed causal/noncausal process
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