arXiv Open Access 2012

On moving-average models with feedback

Dong Li Shiqing Ling Howell Tong

Lihat Sumber

Abstrak

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.

Topik & Kata Kunci

math.ST

Penulis (3)

Dong Li

Shiqing Ling

Howell Tong

Format Sitasi

APA MLA BibTeX

Li, D., Ling, S., Tong, H. (2012). On moving-average models with feedback. https://arxiv.org/abs/1205.2948

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2012
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓