Summability of stochastic processes—a generalization of integration for non-linear processes
The order of integration is valid to characterize linear processes; but it is not appropriate for non-linear worlds. We propose the concept of summability (a re-scaled partial sum of the process being Op(1)) to handle non-linearities. The paper shows that this new concept, S(δ): (i) generalizes I(δ)...
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| Format: | Conference item |
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Elsevier
2013
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