The effect of memory on functional large deviations of infinite moving average processes
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Publication:1004405
DOI10.1016/j.spa.2008.02.013zbMath1157.60021arXiv0708.0865OpenAlexW2144878841MaRDI QIDQ1004405
Souvik Ghosh, Gennady Samorodnitsky
Publication date: 10 March 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.0865
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Large deviations (60F10)
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