Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (Q1960347)

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scientific article; zbMATH DE number 1387299
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Time series properties of aggregated AR(1) processes with uniformly distributed coefficients.
scientific article; zbMATH DE number 1387299

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    Time series properties of aggregated AR(1) processes with uniformly distributed coefficients. (English)
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    12 January 2000
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    AR process
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    Aggregation
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    Long memory process
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