Musings on Long-Memory Processes
Wednesday, November 14, 2001 - 2:00pm - 2:30pm
David Thomson (Alcatel-Lucent Technologies Bell Laboratories)
In the last few years there has been considerable interest in long memory processes in the statistics and climate literature. Sea level, Nile river flow, and Northern Hemisphere temperatures have all been used as examples of such processes. In this talk I describe some tentative analysis of these data sets. None of them is long memory in any reasonable physical sense, and the idea that they are seems to come from violating Einstein's maxim As simple as possible, but not simpler in the simpler direction.