La mémoire longue en économie : discussion et commentaires

B. Truong-Van

Journal de la société française de statistique (1999)

  • Volume: 140, Issue: 2, page 97-102
  • ISSN: 1962-5197

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Truong-Van, B.. "La mémoire longue en économie : discussion et commentaires." Journal de la société française de statistique 140.2 (1999): 97-102. <http://eudml.org/doc/199936>.

@article{Truong1999,
author = {Truong-Van, B.},
journal = {Journal de la société française de statistique},
language = {fre},
number = {2},
pages = {97-102},
publisher = {Société française de statistique},
title = {La mémoire longue en économie : discussion et commentaires},
url = {http://eudml.org/doc/199936},
volume = {140},
year = {1999},
}

TY - JOUR
AU - Truong-Van, B.
TI - La mémoire longue en économie : discussion et commentaires
JO - Journal de la société française de statistique
PY - 1999
PB - Société française de statistique
VL - 140
IS - 2
SP - 97
EP - 102
LA - fre
UR - http://eudml.org/doc/199936
ER -

References

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  4. GEWEKE J. & PORTER HUDAK S. (1983) The estimation and application of longmemory time series model. J. Time Series Anal. 4, p. 221-238. Zbl0534.62062MR738585
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  8. KOLMOGOROV A.N. (1940) Wienersche Spiralen und einige andere interessante kurven im Hilbertschen raum. C.R. (Doklady) Acad. Sci. URSS, 26, pp. 115-118 Zbl66.0552.03MR3441JFM66.0552.03
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  10. LÉVY P. (1953) Random functions : General theory with special reference to Laplacian random functions. California University Publication, Statistics, 1, pp. 331-390 Zbl0052.14402MR55607
  11. MANDELBROT B. (1965) Une classe de processus stochastiques homothétiques à soi, application à la loi climatologique de H.E. Hurst. C. R. Acad. Sci. Paris, 260, pp. 3274-3277 Zbl0127.09501MR176521
  12. MANDELBROT B. & VAN NESS J.W. (1968) Fractional Brownian motions, fractional noises and Applications. SIAM review, 10, pp. 422-437 Zbl0179.47801MR242239
  13. ROBINSON P.M. (1994) Semiparametric analysis of long memory time series. Ann. Statist. 22, pp. 515-539 Zbl0795.62082MR1272097
  14. ROBINSON P.M. ( 1995a) Log periodogram régression of time series with long range dependence. Ann. Statist. 23, pp. 1048-1072 Zbl0838.62085MR1345214
  15. ROBINSON P.M. ( 1995b) Gaussian semiparametric estimation of long range dependence. Ann. Statist. 23, pp. 1630-1661 Zbl0843.62092MR1370301
  16. RUTMAN J. (1978) Characterization of phase and frequency instabilities in precision frequency sources. Proceeding I.E.E.E. 66, pp. 1048-1074 
  17. TRUONG-VAN B. & DROUILHET R. ( 1992a) Dérivée de mouvement H-fractionnaire généralisé et processus à densité spectrale en 1/λ α. Publication n° 92/6 du Laboratoire de Mathématiques Appliquées CNRS UA 1204 Université de Pau et des Pays de l'Adour. France 
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