This indicates that the series of prices of Yangtze River electric power stock is a fractal time series and presents obvious long memory.

这表明长江电力股票价格序列是一个分形时间序列，呈现明显的长记忆性特征。

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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。

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Economic time series is of obvious memory, represent as the series have remarkable autocorrelation, even apart of many spacing, the historical events would influence future events for a long time.

经济时间序列具有非常明显的记忆性，表现为即使相距较远的时间间隔，序列仍然具有显著的自相关性。

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Finally, we give Bayesian analysis of the long memory time series ARFIMA model.

最后，对长记忆时间序列arfima模型进行了贝叶斯分析。

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Finally, we give Bayesian analysis of the long memory time series ARFIMA model.

最后，对长记忆时间序列arfima模型进行了贝叶斯分析。

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