MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES

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Cited In (6)

Stochastic properties of nonlinear locally-nonstationary filters
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Noncausal counting processes: a queuing perspective
Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds
Time aggregation of mixed causal-noncausal models

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