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Long Memory in Economics
Hardcover
Business GeneralEconomicsGeneral Mathematics
ISBN13: 9783540226949
Publisher: Springer
Published: Aug 2 2006
Pages: 389
Weight: 1.76
Height: 1.07 Width: 6.00 Depth: 9.74
Language: English
A comprehensive survey on current and future developments in long memory analysis. The book assembles three different strands of long memory analysis: statistical literature - including tests - on the properties of LRD processes; mathematical literature on stochastic processes; and models from economic theory providing. The text is aimed at economists, econometricians, and statisticians interested in the study of long memory in economics.
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