Schennach, Susanne M. - 2018 - This version: June 12, 2018
Many time-series exhibit "long memory": Their autocorrelation function decays slowly with lag. This behavior has … mechanism for long memory generation by showing that it can naturally arise when a large number of simple linear homogenous … collective behavior that is richer than that of individual subsystems. Interestingly, the long memory behavior is found to be …