no. 2
La mémoire longue en économie : discussion et commentaires
Journal de la Société française de statistique, Tome 140 (1999) no. 2, pp. 61-64.
complète La mémoire longue en économie : une revue de la littérature
complété par La mémoire longue en économie : discussion et commentaires 
@article{JSFS_1999__140_2_61_0,
     author = {Gourieroux, Christian},
     title = {La m\'emoire longue en \'economie : discussion et commentaires},
     journal = {Journal de la Soci\'et\'e fran\c{c}aise de statistique},
     pages = {61--64},
     publisher = {Soci\'et\'e fran\c{c}aise de statistique},
     volume = {140},
     number = {2},
     year = {1999},
     language = {fr},
     url = {http://www.numdam.org/item/JSFS_1999__140_2_61_0/}
}
TY  - JOUR
AU  - Gourieroux, Christian
TI  - La mémoire longue en économie : discussion et commentaires
JO  - Journal de la Société française de statistique
PY  - 1999
SP  - 61
EP  - 64
VL  - 140
IS  - 2
PB  - Société française de statistique
UR  - http://www.numdam.org/item/JSFS_1999__140_2_61_0/
LA  - fr
ID  - JSFS_1999__140_2_61_0
ER  - 
%0 Journal Article
%A Gourieroux, Christian
%T La mémoire longue en économie : discussion et commentaires
%J Journal de la Société française de statistique
%D 1999
%P 61-64
%V 140
%N 2
%I Société française de statistique
%U http://www.numdam.org/item/JSFS_1999__140_2_61_0/
%G fr
%F JSFS_1999__140_2_61_0
Gourieroux, Christian. La mémoire longue en économie : discussion et commentaires. Journal de la Société française de statistique, Tome 140 (1999) no. 2, pp. 61-64. http://www.numdam.org/item/JSFS_1999__140_2_61_0/

Cioczek-Georges R. et Mandelbrot B. (1995) " A Class of Micro Puises and Antipersistent Fractional Brownian Motion", Stochastic Processes and Their Applications, 60, 1-18. | MR | Zbl

Corradi V. (1995) " Nonlinear Transformations of Integrated Time Series : A Reconsideration", Journal of Time Series Analysis, 16, 539-549. | MR | Zbl

Davydoff J. (1969) " On a Strong Mixing Property for Markov Chains with a Countable Number of States", Dok. Akad. Nank. 555R, 187, 825-827. | MR | Zbl

Diebold F. et Inoue A. (1999) " Long Memory and Structural Change", Stern Business School, New-York University.

Ding Z., Engle R. et Granger C. (1993) A Long Memory Property of Stock Market Returns and a New Model", Journal of Empirical Finance, 1, 83-106.

Engle R. et Smith A. (1999) " Stochastic Permanent Break", Review of Economies and Statistics, 81, à paraître. | MR

Gouriéroux C. et Jasiak J. (1998) " Nonlinear Autocorrelograms : An Application to Intertrade Durations", Journal of Time Series Analysis, à paraître. | Zbl

Gouriéroux C. et Jasiak J. ( 1999 a) " Memory and Infrequent Break", Economics Letters, à paraître. | Zbl

Gouriéroux C. et Jasiak ( 1999 b) " Nonlinear Persistence and Copersistence", CREST DP.

Granger C. et Hallman J. (1991) " Nonlinear Transformations of Integrated Time Series", Journal of Time Series Analysis, 12, 207-224. | MR | Zbl

Granger C. et Hyung N. (1999) " Occasional Structural Breaks and Long Memory", DP 99.14, Univ of California, San-Diego.

Granger C. et Terasvirta T. (1999) " Simple Nonlinear Time Series Model with Misleading Linear Properties", Economics Letters, 62,161-165. | MR | Zbl

Heath J., Resnick S. et Samorodnitsky G. (1997) " Heavy Tails and Long Range Dependence in on/off Processes and Associated Fluid Models", Math. Oper. Research, à paraître. | Zbl

Jasiak J. (1998) " Persistence in Intertrade Durations", Finance,

Jasiak J. (2000) " Models with Heterogenous Autoregressive Coefficients", DP Univ of York.

Lobato I. et Savin N. (1997) " Real and Spurious Long Memory Properties of Stock Market Data", Journal of Business and Economic Statistics, 16, 261-283. | MR

Rogers L. (1997) " Arbitrage with Fractional Brownian Motion", Mathematical Finance, 7, 95-105. | MR | Zbl

Taqqu M. et Levy J. (1986) " Using Renewal Processes to Generate Long Range Dependence", dans Dependence in Probability and Statistics, E. Eberlein and M.S. Taqqu, eds, 73-89, Birkhauser. | MR | Zbl

Taqqu M., Willenger W. et Sherman R. (1997) " Proof of the Fundamental Result in Self-Similar Traffic Modelling", Computer Communication Review, 27, 5-23.