On moving-average models with feedback
arXiv:1205.2948 · doi:10.3150/11-BEJ352
Abstract
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.
Published in at http://dx.doi.org/10.3150/11-BEJ352 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)