4. Mathematics
  5. Statistics Theory

Clifford M. Hurvich

Mathematics – Statistics Theory

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Asymptotics for Duration-Driven Long Range Dependent Processes

Mathematics – Statistics Theory
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Limit Laws in Transaction-Level Asset Price Models

Mathematics – Statistics Theory
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Long Memory in Nonlinear Processes

Mathematics – Statistics Theory
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Propagation of Memory Parameter from Durations to Counts

Mathematics – Statistics Theory
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