How can we Define the Concept of Long Memory? An Econometric Survey
作者： Dominique Guégan
关键词: Parametric model 、 Confusion 、 Autocorrelation 、 Economics 、 Econometrics 、 Long memory
摘要: Abstract In this paper we discuss different aspects of long memory behavior and applicable parametric models. We the confusion that can arise when empirical autocorrelation function decreases in a hyperbolic way.
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