How can we Define the Concept of Long Memory? An Econometric Survey
讨论了长记忆行为的不同方面及适用的参数模型,并解释了当经验自相关函数以双曲方式衰减时可能产生的混淆。
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.