Existence of long memory in ozone time series

Long-memory is often observed in time series data. The existence of long-memory in a data set implies that the successive data points are strongly correlated i.e. they remain persistent for quite some time. A commonly used approach in modelling the time series data such as the Box and Jenkins models...

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Bibliographic Details
Main Authors: Muzirah Musa, Kamarulzaman Ibrahim
Format: Article
Language:English
Published: Universiti Kebangsaan Malaysia 2012
Online Access:http://journalarticle.ukm.my/5573/
http://journalarticle.ukm.my/5573/
http://journalarticle.ukm.my/5573/1/06%2520Muzirah%2520Musa.pdf