Time Series with Long Memory
- Editore:
OXFORD UNIV PR
- Collana:
- Advanced Texts in Econometrics
- EAN:
9780199257300
- ISBN:
0199257302
- Pagine:
- 382
- Formato:
- Paperback
- Lingua:
- Inglese
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Descrizione Time Series with Long Memory
This volume provides in a convenient format for students and researchers the core papers in long memory time series analysis. Long memory time series are characterized by a strong dependence between distant events. 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.
Fuori catalogo - Non ordinabile
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