Long memory in economics

Auteurs

• Gilles Teyssière

Paramètres

• Affaires et économie
• Économie

En savoir plus sur le livre

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.

Achat du livre

• Année de publication: 2007
• Reliure: (rigide)