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A LARCH(∞) Vector Valued Process

  • Paul Doukhan
  • Gilles Teyssière
  • Pablo Winant
Part of the Lecture Notes in Statistics book series (LNS, volume 187)

Keywords

Fractional Brownian Motion Exchange Rate Volatility Bilinear Model Geometric Decay Rosenblatt Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2006

Authors and Affiliations

  • Paul Doukhan
    • 1
  • Gilles Teyssière
    • 2
  • Pablo Winant
    • 3
  1. 1.Laboratoire de StatistiqueCRESTMalakoffFrance
  2. 2.Statistique Appliquée et MOdélisation StochastiqueUniversité Paris 1, Centre Pierre Mendès FranceParis Cedex 13France
  3. 3.ENS LyonLyonFrance

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