Hassani, Hossein; Leonenko, Nikolai; Patterson, Kerry - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 24, pp. 6367-6379
The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to...