Long strange segments, ruin probabilities and the effect of memory on moving average processes (Q608211)

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Long strange segments, ruin probabilities and the effect of memory on moving average processes
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    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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