Deo, Rohit; Hsieh, Meng-Chen; Hurvich, Clifford M.; … - arXiv.org - 2007
It is generally accepted that many time series of practical interest exhibit strong dependence, i.e., long memory. For such series, the sample autocorrelations decay slowly and log-log periodogram plots indicate a straight-line relationship. This necessitates a class of models for describing...