Long Memory in Economics
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
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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;
- ISBN-13
- 9783642061547
- ISBN-10
- 3642061540
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2010
- Publication date
- 2010-02-12
- Pages
- 389
- Dimensions
- 235x155x