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Time Series with Long Memory - Advanced Texts in Econometrics
Robinson
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.
392 pages, numerous tables and figures
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 26 de junho de 2003 |
| ISBN13 | 9780199257300 |
| Editoras | Oxford University Press |
| Páginas | 392 |
| Dimensões | 232 × 156 × 24 mm · 598 g |
| Editor | Robinson |
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