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most citedProbability distribution of distances between local extrema of random number series

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math.ST2011

Asymptotic probability distribution of distances between local extrema of error terms of a moving average process

Argyn Kuketayev

Consider error terms x(i) of a moving average process MA(q), where x(i)=e(i) + e(i-1)+...+e(i-q) and e(i) - independent identically distributed (i.i.d.) random variables. We recogn…