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How can we Define the Concept of Long Memory? An Econometric Survey |
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| Authors: | Dominique Gu gan |
| Institution: | Dominique Gué,gan |
| 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. |
| Keywords: | Estimation theory Long memory Returns Spectral domain Switching |
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