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Block Bootstrap and Long Memory [PDF]
SSRN Electronic Journal, 2011 We consider the issue of Block Bootstrap methods in processes that exhibit strong dependence. The main difficulty is to transform the series in such way that implementation of these techniques can provide an accurate approximation to the true distribution of the test statistic under consideration.
George Kapetanios, Fotis Papailias
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LONG MEMORY IN STOCK TRADING [PDF]
International Journal of Theoretical and Applied Finance, 2004 Using a relationship between the moments of the probability distribution of times between the two consecutive trades (intertrade time distribution) and the moments of the distribution of a daily number of trades, we show that the underlying point process is essentially non-Markovian.
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, 2000 Long-memory in economics and finance is an important research topic as several economic variables exhibit the main characteristics of long-memory processes, i.e., a significant dependence between very distant observations and a pole in the neighborhood of the zero frequency of their spectrum. In particular, returns on financial assets are uncorrelated,
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, 2021 Long-term memory is the mechanism which enables us to store information and experiences in a lasting fashion, for possible retrieval at some point in the future. This ability to create and retrieve memories is fundamental to all aspects of cognition, and
Groome, D., Law, R.
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Visual memory, the long and the short of it: A review of visual working memory and long-term memory [PDF]
Attention, Perception, & Psychophysics, 2018 The majority of research on visual memory has taken a compartmentalized approach, focusing exclusively on memory over shorter or longer durations, that is, visual working memory (VWM) or visual episodic long-term memory (VLTM), respectively. This tutorial provides a review spanning the two areas, with readers in mind who may only be familiar with one ...
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Learning Generates Long Memory [PDF]
SSRN Electronic Journal, 2011 We consider a prototypical representative-agent forward-looking model, and study the low frequency variability of the data when the agent's beliefs about the model are updated through linear learning algorithms. We nd that learning in this context can generate strong persistence.
Chevillon, Guillaume +1 more
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The neuronal response at extended timescales: long-term correlations without long-term memory
Frontiers in Computational Neuroscience, 2014 Long term temporal correlations frequently appear at many levels of neural activity. We show that when such correlations appear in isolated neurons, they indicate the existence of slow underlying processes and lead to explicit conditions on the dynamics ...
Daniel eSoudry, Ron eMeir
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Testing for long memory in volatility in the Indian Forex market [PDF]
Ekonomski Anali, 2014 This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using daily bilateral returns of the Indian Rupee against the US dollar from 17/02/1994 to 08/11/2013.
Kumar Anoop S.
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Long memory in German energy price indices [PDF]
, 2012 This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration ...
Barros, CP, Caporale, GM, Gil-Alana, LA
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Long memory and regime switching [PDF]
Journal of Econometrics, 2001 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Francis X. Diebold, Atsushi Inoue
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