我国通货膨胀是长期记忆性过程吗？
已有研究结果表明金融市场波动过程具有显著的长期记忆性。
Previous studies indicate that the volatility process of financial market has a distinctive long memory.
EMH所未能包含的长期记忆性，就是FMH的重要特征之一。
EMH by the failure to include long-term memory is one of the important characteristics of FMH.
长期记忆性的存在使得有可能通过建立非线性经济计量模型以改进价格预测效果。
The discovery of long memory suggests possibilities of constructing nonlinear econometric models to improve price forecasting performance.
论文用重标极差分析方法证明了中国股票收益波动的自相似性，长期记忆性和初始条件敏感性。
We use rescaled range analysis to demonstrate that there are self-similarity, long memory and sensitive to initial value in the time series of Chinese stock returns.
论文用重标极差分析方法证明了中国股票收益波动的自相似性，长期记忆性和初始条件敏感性。
We use rescaled range analysis to demonstrate that there are self-similarity, long memory and sensitive to initial value in the time series of Chinese stock returns.
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