Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
Long-Memory Models and Their Statistical Properties
Yoshihiro Yajima[in Japanese][in Japanese][in Japanese][in Japanese]
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1989 Volume 19 Issue 2 Pages 219-246

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Abstract
Much attention has recently been paid to long-memory models to analyze many empirical time series with long-range dependence which occur in various fields such as economics and geophysics. This paper gives a survey on their statistical properties and some unsolved problems are also listed.
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