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Long Memory in Economics
Paperback
Business GeneralEconomicsGeneral Mathematics
ISBN13: 9783642061547
Publisher: Springer
Published: Feb 12 2010
Pages: 389
Weight: 1.24
Height: 0.83 Width: 6.14 Depth: 9.21
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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