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Clustering of large deviations in moving average processes: the short memory regime - MaRDI portal

Clustering of large deviations in moving average processes: the short memory regime

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Publication:6407374

arXiv2208.04582MaRDI QIDQ6407374

Gennady Samorodnitsky, Arijit Chakrabarti

Publication date: 9 August 2022











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