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.
- Författare
- Peter M. Robinson
- ISBN
- 9780199257300
- Språk
- engelska
- Vikt
- 560 gram
- Utgivningsdatum
- 2003-06-26
- Förlag
- Oxford University Press
- Sidor
- 392

