Long Memory in Economics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Long Memory in Economics write by Gilles Teyssière. This book was released on 2006-09-22. Long Memory in Economics available in PDF, EPUB and Kindle. Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
Economic Dynamics with Memory
Economic Dynamics with Memory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Economic Dynamics with Memory write by Vasily E. Tarasov. This book was released on 2021-01-18. Economic Dynamics with Memory available in PDF, EPUB and Kindle. This book presents the applications of fractional calculus, fractional operators of non-integer orders and fractional differential equations in describing economic dynamics with long memory. Generalizations of basic economic concepts, notions and methods for the economic processes with memory are suggested. New micro and macroeconomic models with continuous time are proposed to describe the fractional economic dynamics with long memory as well.
Long Memory in Economics
Long Memory in Economics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Long Memory in Economics write by Gilles Teyssière. This book was released on 2009-09-02. Long Memory in Economics available in PDF, EPUB and Kindle.
Time Series with Long Memory
Time Series with Long Memory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Time Series with Long Memory write by Peter M. Robinson. This book was released on 2003. Time Series with Long Memory available in PDF, EPUB and Kindle. Long memory time series are characterized by a strong dependence between distant events.
Long-Memory Processes
Long-Memory Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Long-Memory Processes write by Jan Beran. This book was released on 2013-05-14. Long-Memory Processes available in PDF, EPUB and Kindle. Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
