Being generically interested in long-memory processes (or long-range dependence as it is also called), I wanted to have a look at past questions about this topic. I've noticed, however, that there is no specific tag for this, even though there are already a number of question about long-memory processes.
Here are a few examples:
- Predicting long-memory processes
- Calculating the variance of sample mean?
- Examining correlation and long range dependence in time series data with strong diurnal effects
I think that it is a topic enough specific to be classified with a tag, and it is of interest to different fields, even applied fields (e.g., it is of interest to metrology, especially time and frequency metrology, which had to deal with long-memory processes long before their recognition by the mathematical community). In addition, having a tag might attract more questions.
Would it be of interest?