Generating schemes for long memory processes: regimes, aggregation and linearity (Q265026)
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scientific article
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English | Generating schemes for long memory processes: regimes, aggregation and linearity |
scientific article |
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Generating schemes for long memory processes: regimes, aggregation and linearity (English)
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1 April 2016
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long memory
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regime-switching
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aggregation
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Lévy motion
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