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Time Series With Long Memory
language: english
Publisher:
Oxford University Press, June of 2003 ‧
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SYNOPSIS
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.
DETAILS
| 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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