Time Series with Long Memory
(Bog, Paperback / softback, Engelsk)
Forlag:
Oxford University Press
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9780199257300
- Se flere detaljer ▼
Bemærk: Kan ikke leveres før jul.
Beskrivelse
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.
Læsernes anmeldelser (0)
Alle detaljer
| Forlag | Oxford University Press |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 26-06-2003 |
| Første udgivelsesår | 2003 |
| Serie | Advanced Texts in Econometrics |
| Illustrationer | numerous tables and figures |
| Fagredaktør | Robinson |
| Originalsprog | United Kingdom |
| Sideantal | 392 |
| Indbinding | Paperback / softback |
| Forlag | Oxford University Press |
| Sideoplysninger | 392 pages, numerous tables and figures |
| Mål | 156 x 232 x 24 |
| ISBN-13 / EAN-13 | 9780199257300 |