A LARCH(∞) Vector Valued Process
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Publication:3416893
DOI10.1007/0-387-36062-X_11zbMath1113.60038MaRDI QIDQ3416893
Pablo E. Winant, Gilles Teyssière, Paul Doukhan
Publication date: 9 January 2007
Published in: Lecture Notes in Statistics (Search for Journal in Brave)
weak dependenceVolterra expansionsvector processes\(\text{ARCH}(\infty)\) processes\(\text{LARCH}(\infty)\) processes
Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Prediction theory (aspects of stochastic processes) (60G25)
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