How can we Define the Concept of Long Memory? An Econometric Survey
- 1 April 2005
- journal article
- Published by Informa UK Limited in Econometric Reviews
- Vol. 24 (2), 113-149
- https://doi.org/10.1081/ETC-200067887
Abstract
In this paper we discuss different aspects of long memory behavior and applicable parametric models. We discuss the confusion that can arise when the empirical autocorrelation function decreases in a hyperbolic way.Other Versions
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