2007
Hardback (02 Aug 2006)
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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.
| ISBN: | 9783540226949 |
| Publisher: | Springer Berlin Heidelberg |
| Imprint: | Springer |
| Pub date: | 02 Aug 2006 |
| Edition: | 2007 |
| Language: | English |
| Number of pages: | 389 |
| Weight: | 770g |
| Height: | 235mm |
| Width: | 155mm |
| Spine width: | 27mm |
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