On moving-average models with feedback

On moving-average models with feedback
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DOI:
10.3150/11-bej352
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发表时间:
2012-05
期刊:
arXiv: Statistics Theory
影响因子:
--
通讯作者:
Dong Li;S. Ling;H. Tong
Dong Li;S. Ling;H. Tong
中科院分区:
其他
文献类型:
--
作者:
Dong Li;S. Ling;H. Tong

文献摘要

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移动平均模型,无论是线性的还是非线性的,其特点是记忆短。本文表明,在存在反馈的动力学,上述特性可以消失。
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.