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. © 2012 ISI/BS.
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APA
Li, D., Ling, S., & Tong, H. (2012). On moving-average models with feedback. Bernoulli, 18(2), 735–745. https://doi.org/10.3150/11-BEJ352
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