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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:

  1. Predicting long-memory processes
  2. Calculating the variance of sample mean?
  3. 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?

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    $\begingroup$ Can you give 3-5 examples of such existing threads? Just curious. $\endgroup$ – amoeba Jun 13 '16 at 20:58
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    $\begingroup$ @amoeba I've added a few examples, and some other remarks. $\endgroup$ – Massimo Ortolano Jun 13 '16 at 21:22
  • $\begingroup$ 2 of those are the same. Are there really many threads that fit under this category? $\endgroup$ – gung Jun 14 '16 at 2:39
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    $\begingroup$ @gung Corrected. There are not many, but some. $\endgroup$ – Massimo Ortolano Jun 14 '16 at 8:21
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    $\begingroup$ That might attract some neural network questions, e.g. LSTM, MemNet, etc. $\endgroup$ – Franck Dernoncourt Jun 25 '16 at 18:36
  • $\begingroup$ There is not many threads and [long-memory] is pretty ambiguous name, so I'd vote against it. $\endgroup$ – Tim Sep 24 '16 at 19:50
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    $\begingroup$ @Tim The concept of long memory is well defined and not ambiguous (see e.g. the books from Jan Beran, Samorodnitsky and others). Maybe there are too few posts, but the tag could invite more. $\endgroup$ – Massimo Ortolano Sep 24 '16 at 22:07
  • $\begingroup$ @MassimoOrtolano concept maybe is but the tag name isn't. I'd say it's too specific. Maybe [long-memory-in-time-series] would be better, but it's a horrible tag... $\endgroup$ – Tim Sep 25 '16 at 6:06

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