Some comments on Hurst exponent and the long memory processes on capital markets

2008 ◽  
Vol 387 (22) ◽  
pp. 5543-5551 ◽  
Author(s):  
M.A. Sánchez Granero ◽  
J.E. Trinidad Segovia ◽  
J. García Pérez
Keyword(s):  
Capital Markets ◽  
Long Memory ◽  
Hurst Exponent ◽  
Memory Processes ◽  
Long Memory Processes

Statistics for Long-Memory Processes

Technometrics ◽  
1997 ◽  
Vol 39 (1) ◽  
pp. 105-106
Author(s):  
Jeffrey Glosup
Keyword(s):  
Long Memory ◽  
Memory Processes ◽  
Long Memory Processes

Long-Memory Processes

2013 ◽  
Author(s):  
Jan Beran ◽  
Yuanhua Feng ◽  
Sucharita Ghosh ◽  
Rafal Kulik
Keyword(s):  
Long Memory ◽  
Memory Processes ◽  
Long Memory Processes

Large Sample Inference for Long Memory Processes

10.1142/p591 ◽  
2012 ◽  
Author(s):  
Liudas Giraitis ◽  
Hira L Koul ◽  
Donatas Surgailis
Keyword(s):  
Long Memory ◽  
Large Sample ◽  
Memory Processes ◽  
Long Memory Processes
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