Memory properties of transformations of linear processes
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DOI: 10.1007/s11203-016-9134-4
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- Aleksandr Beknazaryan & Hailin Sang & Peter Adamic, 2023. "On the integrated mean squared error of wavelet density estimation for linear processes," Statistical Inference for Stochastic Processes, Springer, vol. 26(2), pages 235-254, July.
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Keywords
Heavy tail; Long memory; Linear process; Nonlinear transformation; Non-stationary; Short memory;All these keywords.
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