How Can We Define The Concept of Long Memory? An Econometric Survey

Guégan D.

Language

English

Abstract

In this paper we discuss different aspects of long mzmory behavior and specify what kinds of parametric models follow them. We discuss the confusion which can arise when empirical autocorrelation function of a short memory process decreases in an hyperbolic way.Long-memory, Switching, Estimation theory, Spectral

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How Can We Define The Concept of Long Memory? An Econometric Survey

Abstract

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How Can We Define The Concept of Long Memory? An Econometric Survey

Abstract

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