£76.38

Springer Long Memory in Economics

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Description

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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
12 February 2010
Listed Since
20 September 2010

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