Abstract
This note presents the fractional integrated processes which are the main models used to describe long memory phenomena.1 Section 1 briefly defines the concept of fractional integration, shows the fundamental properties and provides a short summary of the estimation methods. Section 2 consists of a survey of their extensions in order to model long-term cycles.
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Diebolt, C., Guiraud, V. A Note On Long Memory Time Series. Qual Quant 39, 827–836 (2005). https://doi.org/10.1007/s11135-004-0436-z
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DOI: https://doi.org/10.1007/s11135-004-0436-z