Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long strange segments, ruin probabilities and the effect of memory on moving average processes |
scientific article |
Statements
Long strange segments, ruin probabilities and the effect of memory on moving average processes (English)
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25 November 2010
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long strange segments
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ruin probability
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large deviations
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long range dependence
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long memory
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moving average
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linear processes
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