Long Memory in Economics

Teyssière, Gilles; Kirman, Alan P.

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.

Details

Published by: Springer

Publication Date: 2006-08-02

Format: Hardcover

ISBN-13: 9783540226949

DOI: 10.1007/978-3-540-34625-8

Dimensions: 235cm x155cm

Pages: 389