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Measurable processes and approximate limits

✍ Scribed by U. Zähle


Publisher
John Wiley and Sons
Year
1982
Tongue
English
Weight
323 KB
Volume
107
Category
Article
ISSN
0025-584X

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This paper is concerned with the convergence rates of two processes \(\left\{A_{x}\right\}\) and \(\left\{B_{x}\right\}\), under the assumption that \(\left\|A_{x}\right\|=O(1)\) and there is a closed operator \(A\) such that \(B_{x} A \subset A B_{x}=I-A_{x},\left\|A A_{x}\right\|=O(e(\alpha))\), a

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## Abstract This article studies Man and Tiao's (2006) low‐order autoregressive fractionally integrated moving‐average (ARFIMA) approximation to Tsai and Chan's (2005b) limiting aggregate structure of the long‐memory process. In matching the autocorrelations, we demonstrate that the approximation w

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RAUCHENSCHWANDTNER and A. WAKOLBINGER of Linz (Eingegangen am 5. 12.1977) BERG [3], Theorem 5.1.) This gives us immediately a characterisation of these sets of point processes as sets of CIBBS processes with a common specification (for similar results see NGUYEN and ZESSIN [7]).

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