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Title: Clustering of large deviations in moving average processes: The long memory regime
Award ID(s):
2015242
PAR ID:
10630116
Author(s) / Creator(s):
;
Publisher / Repository:
Elsevier
Date Published:
Journal Name:
Stochastic Processes and their Applications
Volume:
163
Issue:
C
ISSN:
0304-4149
Page Range / eLocation ID:
387 to 423
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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