How can we define the concept of long memory? An econometric survey

Econometric Reviews

Volumn 24, Issue 2, 2005, Pages 113-149

  Guégan, Dominique ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Estimation theory; Long memory; Returns; Spectral domain; Switching

Indexed keywords

EID: 22944462363     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-200067887     Document Type: Review

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