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Mathematics
Statistics Theory
On moving-average models with feedback
Dong Li
,
Shiqing Ling
,
Howell Tong
Abstract
Moving average models, linear or nonlinear, are characterized by their short memory. This paper shows that, in the presence of feedback in the dynamics, the above characteristic can disappear.
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Submitted on 14 May 2012
Updated
arXiv.org
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