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Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
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- Advances in Applied Probability / Volume 52 / Issue 1 / March 2020
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- 29 April 2020, pp. 237-265
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- March 2020
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STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE
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- Econometric Theory / Volume 34 / Issue 6 / December 2018
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- 17 October 2017, pp. 1159-1179
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Anisotropic scaling of the random grain model with application to network traffic
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- Journal of Applied Probability / Volume 53 / Issue 3 / September 2016
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- 24 October 2016, pp. 857-879
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- September 2016
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Projective Stochastic Equations and Nonlinear Long Memory
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- Advances in Applied Probability / Volume 46 / Issue 4 / December 2014
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- 22 February 2016, pp. 1084-1105
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- December 2014
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DETECTION OF NONCONSTANT LONG MEMORY PARAMETER
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- Econometric Theory / Volume 29 / Issue 5 / October 2013
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- 16 October 2013, pp. 1009-1056
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Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations
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- Advances in Applied Probability / Volume 42 / Issue 2 / June 2010
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- 01 July 2016, pp. 509-527
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- June 2010
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AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS
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- Econometric Theory / Volume 26 / Issue 2 / April 2010
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- 30 September 2009, pp. 406-425
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A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares
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- Advances in Applied Probability / Volume 40 / Issue 4 / December 2008
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- 01 July 2016, pp. 1198-1222
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- December 2008
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On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme
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- Journal of Applied Probability / Volume 44 / Issue 2 / June 2007
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- 14 July 2016, pp. 379-392
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- June 2007
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On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise
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- Journal of Applied Probability / Volume 43 / Issue 2 / June 2006
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- 14 July 2016, pp. 421-440
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- June 2006
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REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
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- Econometric Theory / Volume 20 / Issue 3 / June 2004
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- 08 June 2004, pp. 485-512
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Random coefficient autoregression, regime switching and long memory
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- Advances in Applied Probability / Volume 35 / Issue 3 / September 2003
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- 01 July 2016, pp. 737-754
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- September 2003
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Long memory properties and covariance structure of the EGARCH model
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- ESAIM: Probability and Statistics / Volume 6 / 2002
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- 15 November 2002, pp. 311-329
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- 2002
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Burgers' equation by non-local shot noise data
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- Journal of Applied Probability / Volume 31 / Issue A / 1994
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- 14 July 2016, pp. 351-362
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- 1994
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