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Long Memory in Economics

By Gilles Teyssière (Editor), Alan P. Kirman (Editor)
Paperback
$109.99
By Gilles Teyssière (Editor), Alan P. Kirman (Editor)
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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 shastic 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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