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Time Series with Long Memory (Paperback): Peter M. Robinson Time Series with Long Memory (Paperback)
Peter M. Robinson
R1,758 Discovery Miles 17 580
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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.

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