Long memory and hysteresis

MaRDI QIDQ3400734zbMATH OpenFDO

Authors Christian de Peretti

Publication date 5 February 2010

zbMATH Keywords

hysteretic serieslong memory serieslong term behaviormean revertingmicrostructure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

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Cited in

(6)

• Hysteresis memory preserving operators
• Hysteresis and fatigue
• A model discrimination method for processes with different memory structure
• A test for strong hysteresis
• Perpetual learning and apparent long memory
• Testing for hysteresis against nonlinear alternatives

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