Temporal aggregation of lognormal AR processes (Q2851991)

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scientific article; zbMATH DE number 6213612
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English
Temporal aggregation of lognormal AR processes
scientific article; zbMATH DE number 6213612

    Statements

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    4 October 2013
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    autoregressive processes
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    lognormal distributions
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    \(L^{p}\) norm
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    multiscale time series
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    temporal aggregation
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    Temporal aggregation of lognormal AR processes (English)
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