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J. Aust. Math. Soc.
74 (2003), 35-42 | ||||||||
On the geometry of
with applications to infinite variance processes
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| Abstract | ||||||||
Some geometric properties of
spaces are studied which shed light on the
prediction of infinite variance processes. In
particular, a Pythagorean theorem for
is derived. Improved growth rates for the moving
average parameters are obtained.
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