Time series with long memory
Éditeur :
Oxford University Press
ISBN :
9780199257300
Date de publication :
26 juin 2003
Dimensions :
23,4 x 15,7 x 2,2 cm
Poids :
560 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.