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Long Memory in Economics

Long Memory in Economics

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540346258
Condition
New
Product 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.

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