Alan P. Kirman

Gilles Teyssière

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

Paul Doukhan

Gabriel Lang

Donatas Surgailis

This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.

Gilles Teyssière

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