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Published in 2017 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2017.11.004
Abstract: Abstract We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in α -stable ( 1 α ≤ 2 ) i.i.d. innovations and related tempered linear processes with vanishing tempering parameter lim N →…
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Keywords:
fractionally integrated;
principles tempered;
invariance principles;
tempered fractionally ... See more keywords