Aggregation and long memory: recent developments (Q4991218)

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scientific article; zbMATH DE number 7353807
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Aggregation and long memory: recent developments
scientific article; zbMATH DE number 7353807

    Statements

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    2 June 2021
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    random-coefficient AR(1)
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    contemporaneous aggregation
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    long memory
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    infinite variance
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    mixed moving average
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    scaling limit
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    intermediate process
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    autoregressive random fields
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    anisotropic long memory
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    disaggregation
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    math.ST
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    stat.TH
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