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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
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 26. junija 2003 |
| ISBN13 | 9780199257300 |
| Založniki | Oxford University Press |
| Strani | 392 |
| Dimenzije | 232 × 156 × 24 mm · 598 g |
| Urednik | Robinson |
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