Time Series with Long Memory by Peter M. Robinson – PDF download

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    Time Series with Long Memory
    by Peter M. Robinson

    🔍 Time Series with Long Memory • CLICK HERE 🔍

    • ISBN: 9780199257300 (0199257302)
    • Publisher: Oxford University Press, USA
    • Language: english
    • Release date: August 28, 2003
    • Author: Peter M. Robinson
    • Format: paperback, 392 pages

    About The Book

    Time Series with Long Memory comprises a collection on 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 analyzing time series data arising in economics, finance and other fields.

    About the Series

    Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

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