Time Series with Long Memory
This book of readings collects articles on a variety of topics in long memory time series including modelling and statistical inference for stationary processes, stochastic volatility models, non-stationary processes, and regression and fractional cointegration models.
- Kirjailija
- Peter M. Robinson
- ISBN
- 9780199257300
- Kieli
- englanti
- Paino
- 560 grammaa
- Julkaisupäivä
- 26.6.2003
- Kustantaja
- Oxford University Press
- Sivumäärä
- 392
