Long memory or shifting means in geophysical time series?
In the literature many papers state that long-memory time series models such as Fractional Gaussian Noises (FGN) or Fractionally Integrated series (FI(d)) are empirically indistinguishable from models with a non-stationary mean, but which are mean reverting. We present an analysis of the statistical...
| Main Authors: | , , , |
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| Format: | Conference Paper |
| Published: |
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/48365 |