Terra Cognita

Long Memory in Nonlinear Processes

Licence unknown link only — licence forbids redistribution arxiv 2007

Rohit Deo (IOMS), Meng-Chen Hsieh, Clifford M. Hurvich (IOMS), Philippe Soulier (MODAL'X)

arXiv preprint (math.ST, q-fin.ST, stat.TH).

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