This paper provides a survey and review of the major econometric work on long memory processes, fractional integration, and their applications in economics and finance. Some of the definitions of long memory are reviewed, together with previous work in other disciplines. Section 3 describes

sympathetic vibrations in other tuning forks. Evidence is accumulated in parallel from each probe-memory item comparison, and each comparison is modeled by a continuous random walk process. In item recognition, the decision process is self-terminating on matching comparisons and exhaustive on nonmatching

Prior to each visually presented target letter string in a speeded word-nonword classification task, either BIRD, BODY, BUILDING, or xxx appeared as a priming event. When the target was a word, it was (a) a name of a type of bird on most BiRD-prime trials; (b) a name of part of a building on most BODY-prime trials; (c) a name of a part of the body on most BUiLDiNG-prime trials; (d) a name of a type of bird, part of a building, or part of the body equally often on xxx-prime trials. Thus, on BiRD-prime trials the subject expected the word target to be chosen

A shared data structure is lock-free if its operations do not require mutual exclusion. If one process is interrupted in the middle of an operation, other processes will not be prevented from operating on that object. In highly concurrent systems, lock-free data structures avoid common problems

A theory of the way working memory capacity constrains comprehension is proposed. The theory proposes that both processing and storage are mediated by activation and that the total amount of activation available in working memory varies among individuals. Individual differences in working memory

A two-process theory of human information processing is proposed and applied to detection, search, and attention phenomena. Automatic processing is activa-tion of a learned sequence of elements in long-term memory that is initiated by appropriate inputs and then proceeds automatically

contain nonlinear dynamics. ARCH and long memory are the two stochastic nonlinear models that are able to produce these symptoms. Though standard ARCH tests suggest that all series might contain ARCH effects, further diagnostics show that the series cannot be ARCH processes. The martingale difference null

of problems for which it is best suited. This paper undertakes to present the major ideas and findings to date, and to indicate challenges for future research. Part I of this study indicates the basic principles, ranging from the short-term memory process at the core of the search to the intermediate and long

This paper proposes a new theory of the relationship between the sentence processing mechanism and the available computational resources. This theory -- the Syntactic Prediction Locality Theory (SPLT) -- has two components: an integration cost component and a component for the memory cost

are approximately Gaussian. Third, the long-run dynamics of realized logarithmic volatilities are well approximated by a fractionally-integrated long-memory process. Motivated by the three ABDL empirical regularities, we proceed to estimate and evaluate a multivariate model for the logarithmic realized volatilities