# Long memory time series

Hurst exponents, non-stationarity etc. I used to do a lot of work in this area, but have not now for so long that I no longer claim any authority.

TBD.

Many interesting things, but for now, note that many natural generic models of long-memory in time series turn out ot be fractal models, so note power laws, $$1/f$$ noise, fractional brownian motion etc. Link to branching processes.

## References

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