Random coefficient autoregression, regime switching and long memory (Q4467509)
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scientific article; zbMATH DE number 2072240
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random coefficient autoregression, regime switching and long memory |
scientific article; zbMATH DE number 2072240 |
Statements
Random coefficient autoregression, regime switching and long memory (English)
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10 June 2004
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random coefficient autoregression
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regime switching
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renewal process
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stable Lévy motion
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long memory
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