Long Memory in Economics
ISBN:
978-3-642-06154-7
Auflage:
Softcover reprint of hardcover 1st ed. 2007
Verlag:
Springer, Springer Berlin
Land des Verlags:
Deutschland
Erscheinungsdatum:
12.02.2010
Herausgeber:
Format:
Softcover
Seitenanzahl:
389
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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.
