日本統計学会誌
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
Long-Memoryモデルとその統計的性質
矢島 美寛尾形 良彦岡本 雅典前島 信樋口 知之
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1989 年 19 巻 2 号 p. 219-246

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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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