On moving-average models with feedback
Statistics Theory
2012-05-15 v1 Statistics Theory
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.
Cite
@article{arxiv.1205.2948,
title = {On moving-average models with feedback},
author = {Dong Li and Shiqing Ling and Howell Tong},
journal= {arXiv preprint arXiv:1205.2948},
year = {2012}
}
Comments
Published in at http://dx.doi.org/10.3150/11-BEJ352 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)