Long Memory in Economics

201.41 SGD
Member Price
181.27
English

Product Description

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.

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;

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