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Time Series With Long Memory

by Robinson
language: english
Publisher: Oxford University Press, June of 2003 ‧
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This volume provides in a convenient format for students and researchers the core papers in long memory time series analysis. Various methods and their theoretical properties are discussed, with empirical applications. The methods constitute a very flexible approach to analysing time series data arising in economics, finance, and other fields.

Time Series With Long Memory

by Robinson

Property Description
ISBN: 9780199257300
Publisher: Oxford University Press
Release Date: June of 2003
Language: English
Cover: Softcover
Pages: 392
Format: Book
Collection: Advanced Texts In Econometrics
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780199257300

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