Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on

This book presents the applications of fractional calculus, fractional operators of non-integer orders and fractional differential equations in describing econo

Long memory time series are characterized by a strong dependence between distant events.

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications,

Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting mater