Long memory in economics : discussion and comments

Murad S. Taqqu

Journal de la société française de statistique (1999)

  • Volume: 140, Issue: 2, page 91-96
  • ISSN: 1962-5197

How to cite

top

Taqqu, Murad S.. "Long memory in economics : discussion and comments." Journal de la société française de statistique 140.2 (1999): 91-96. <http://eudml.org/doc/199886>.

@article{Taqqu1999,
author = {Taqqu, Murad S.},
journal = {Journal de la société française de statistique},
language = {eng},
number = {2},
pages = {91-96},
publisher = {Société française de statistique},
title = {Long memory in economics : discussion and comments},
url = {http://eudml.org/doc/199886},
volume = {140},
year = {1999},
}

TY - JOUR
AU - Taqqu, Murad S.
TI - Long memory in economics : discussion and comments
JO - Journal de la société française de statistique
PY - 1999
PB - Société française de statistique
VL - 140
IS - 2
SP - 91
EP - 96
LA - eng
UR - http://eudml.org/doc/199886
ER -

References

top
  1. ABRY P. & VEITCH D. (1998), ' Wavelet analysis of long range dependent traffic', IEEE Transactions on Information Theory 44(1), 2-15. Zbl0905.94006MR1486645
  2. ABRY P., FLANDRIN P., TAQQU M. S. & VEITCH D. (2001), Self-similarity and long-range dependence through the wavelet lens, in P. Doukhan, G. Oppenheim &; M. S. Taqqu, eds, 'Long-range Dependence : Theory and Applications', Birkhäuser. Preprint. Zbl1029.60028MR1956041
  3. ABRY P., FLANDRIN P., TAQQU M. S. &, VEITCH D. (2000), Wavelets for the analysis, estimation and synthesis of scaling data, in K. Park & W. Willinger, eds, 'Self-Similar Network Traffic and Performance Evaluation', Wiley (Interscience Division), p. 39-88. 
  4. DAHLHAUS R. (1989), ' Efficient parameter estimation for self similar processes', The Annals of Statistics 17(4), 1749-1766. Zbl0703.62091MR1026311
  5. Fox R. & TAQQU M. S. (1986), ' Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series', The Annals of Statistics 14, 517-532. Zbl0606.62096MR840512
  6. GEWEKE J. & PORTER-HUDAK S. (1983), ' The estimation and application of long memory time series models', Journal of Time Series Analysis 4, 221-238. Zbl0534.62062MR738585
  7. GIRAITIS L. & LEIPUS R. (1990), ' Functional CLT for non-parametric estimates of the spectrum and change-point problem for a spectral function', Lithuanian Mathematical Journal 30, 302-322. Zbl0761.62123MR1091650

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.