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:
影响因子:
--
通讯作者:
Dong Li;S. Ling;H. Tong
中科院分区:
文献类型:
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作者:
Dong Li;S. Ling;H. Tong
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.