Inhalt
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.
Bibliografische Angaben
August 2006, 389 Seiten, Englisch
Springer Nature EN
978-3-540-22694-9