Long Memory


Interesting read if you have the time.

Long memory may be defined in the time or frequency domain. In the time domain, it simply means that the sum of the correlations over time is nonfinite. In the frequency domain, a process is said to exhibit long memory if the spectral density function is unbounded at low frequencies.

~ by mdavey on September 25, 2012.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

 
%d bloggers like this: