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. 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.
ISBN:
9780199257300
GTIN:
9780199257300
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Pub Date
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26/06/2003 |
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Binding
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Paperback / softback |
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Pages
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392 |
Availability:
Out of Stock