Author: Gilles Teyssière
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394
Book Description
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.
Long Memory in Economics
Author: Gilles Teyssière
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394
Book Description
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.
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394
Book Description
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.
Long Memory in Economics
Author: Gilles Teyssière
Publisher: Springer
ISBN: 9783540803119
Category : Business & Economics
Languages : en
Pages : 389
Book Description
Publisher: Springer
ISBN: 9783540803119
Category : Business & Economics
Languages : en
Pages : 389
Book Description
Economic Dynamics with Memory
Author: Vasily E. Tarasov
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110627450
Category : Business & Economics
Languages : en
Pages : 602
Book Description
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.
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110627450
Category : Business & Economics
Languages : en
Pages : 602
Book Description
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.
Time Series with Long Memory
Author: Peter M. Robinson
Publisher: Advanced Texts in Econometrics
ISBN: 9780199257300
Category : Business & Economics
Languages : en
Pages : 396
Book Description
Long memory time series are characterized by a strong dependence between distant events.
Publisher: Advanced Texts in Econometrics
ISBN: 9780199257300
Category : Business & Economics
Languages : en
Pages : 396
Book Description
Long memory time series are characterized by a strong dependence between distant events.
Long-Memory Processes
Author: Jan Beran
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892
Book Description
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.
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892
Book Description
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.
Long Memory Models and Macroeconomic Time Series
Mathematical Economics
Author: Vasily E. Tarasov
Publisher: MDPI
ISBN: 303936118X
Category : Business & Economics
Languages : en
Pages : 278
Book Description
This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.
Publisher: MDPI
ISBN: 303936118X
Category : Business & Economics
Languages : en
Pages : 278
Book Description
This book is devoted to the application of fractional calculus in economics to describe processes with memory and non-locality. Fractional calculus is a branch of mathematics that studies the properties of differential and integral operators that are characterized by real or complex orders. Fractional calculus methods are powerful tools for describing the processes and systems with memory and nonlocality. Recently, fractional integro-differential equations have been used to describe a wide class of economical processes with power law memory and spatial nonlocality. Generalizations of basic economic concepts and notions the economic processes with memory were proposed. New mathematical models with continuous time are proposed to describe economic dynamics with long memory. This book is a collection of articles reflecting the latest mathematical and conceptual developments in mathematical economics with memory and non-locality based on applications of fractional calculus.
Long Memory
Author: Mary Frances Berry
Publisher: OUP USA
ISBN: 9780195029109
Category : History
Languages : en
Pages : 512
Book Description
This powerful, provocative survey is organized around the key issues of Afro-American history: Africa and slavery, family, religion, sex and racism, politics, economics, education, criminal justice, discrimination and protest movements, and black nationalism.
Publisher: OUP USA
ISBN: 9780195029109
Category : History
Languages : en
Pages : 512
Book Description
This powerful, provocative survey is organized around the key issues of Afro-American history: Africa and slavery, family, religion, sex and racism, politics, economics, education, criminal justice, discrimination and protest movements, and black nationalism.