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Erschienen in:
Definition of Long Memory Kapitel lesen Erstes Kapitel lesen

2013 | OriginalPaper | Buchkapitel

2. Origins and Generation of Long Memory

verfasst von : Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik

Erschienen in: Long-Memory Processes

Verlag: Springer Berlin Heidelberg

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Abstract

In this chapter we discuss typical methods for constructing long-memory processes. Many models are motivated by probabilistic and statistical principles. On the other hand, sometimes one prefers to be lead by subject specific considerations. Typical for the first approach is the definition of linear processes with long memory, or fractional ARIMA models. Subject specific models have been developed for instance in physics, finance and network engineering. Often the occurrence of long memory is detected by nonspecific, purely statistical methods, and subject specific models are then developed to explain the phenomenon. For example, in economics aggregation is a possible reason for long-range dependence, in computer networks long memory may be due to certain distributional properties of interarrival times. Often long memory is also linked to fractal structures.

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Vorheriges Kapitel Definition of Long Memory
Nächstes Kapitel Mathematical Concepts
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Metadaten
Titel
Origins and Generation of Long Memory
verfasst von
Jan Beran
Yuanhua Feng
Sucharita Ghosh
Rafal Kulik
Copyright-Jahr
2013
Verlag
Springer Berlin Heidelberg
Buch
Long-Memory Processes

Print ISBN: 978-3-642-35511-0

Electronic ISBN: 978-3-642-35512-7

Copyright-Jahr: 2013

DOI
https://doi.org/10.1007/978-3-642-35512-7_2

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