Time Series with Long Memory (Advanced Texts in Econometrics)
time Series With Long Memory Comprises A Collection On 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 Analyzing Time Series Data Arising In Economics, Finance And Other Fields.
| Name in long format: | Time Series with Long Memory (Advanced Texts in Econometrics) |
|---|---|
| ISBN-10: | 0199257302 |
| ISBN-13: | 9780199257300 |
| Book pages: | 392 |
| Book language: | en |
| Edition: | 1 |
| Binding: | Paperback |
| Publisher: | Oxford University Press |
| Dimensions: | Height: 6.1 Inches, Length: 9.2 Inches, Weight: 1.2345886672 Pounds, Width: 0.9 Inches |
