Long memory or shifting means in geophysical time series?

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...

Full description

Bibliographic Details
Main Authors: Rea, W., Reale, M., Brown, J., Oxley, Leslie
Format: Conference Paper
Published: 2011
Online Access:http://hdl.handle.net/20.500.11937/48365

Similar Items

Similar Items