Long Memory in Economics

By Gilles Teyssière

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 3642061540
• ISBN13: 9783642061547
• Release Date: February 2010
• Publisher: Springer
• Length: 389 Pages
• Weight: 1.24 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"