Long Memory in Economics

by Gilles Teyssière, Alan P. Kirman (Editor)

A comprehensive survey on current and future developments in long memory analysis. The book assembles three different strands of long memory 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.

Genres: Economics

401 pages, Hardcover

First published September 1, 2006