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Time Series with Long Memory (Paperback) Loot Price: R1,758
Discovery Miles 17 580
Repayment Terms: R165 pm x 12*
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Time Series with Long Memory (Paperback): Peter M. Robinson

Time Series with Long Memory (Paperback)

Peter M. Robinson

Series: Advanced Texts in Econometrics

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Loot Price R1,758 Discovery Miles 17 580 | Repayment Terms: R165 pm x 12*

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This volume provides in a convenient format for students and researchers the core papers in long memory time series analysis. Long memory time series are characterized by a strong dependence between distant events. 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.

General

Imprint: Oxford UniversityPress
Country of origin: United Kingdom
Series: Advanced Texts in Econometrics
Release date: June 2003
First published: August 2003
Editors: Peter M. Robinson
Dimensions: 234 x 157 x 22mm (L x W x T)
Format: Paperback
Pages: 392
ISBN-13: 978-0-19-925730-0
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > General
Books > Money & Finance > General
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LSN: 0-19-925730-2
Barcode: 9780199257300

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