Long Memory in Economics
Sold by Ria Christie Collections, Uxbridge, United Kingdom
AbeBooks Seller since March 25, 2015
New - Soft cover
Condition: New
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Add to basketSold by Ria Christie Collections, Uxbridge, United Kingdom
AbeBooks Seller since March 25, 2015
Condition: New
Quantity: Over 20 available
Add to basketA 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.
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