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Time Series with Long Memory by Peter M. Robinson (Paperback, 2003)

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About this product

Product Information

Long memory time series are characterised by a strong dependence between distant events. In this book, 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.

Product Identifiers

Publisher
Oxford University Press
ISBN-13
9780199257300
eBay Product ID (ePID)
96523584

Product Key Features

Author
Peter M. Robinson
Publication Name
Time Series with Long Memory
Format
Paperback
Language
English
Subject
Economics, Finance
Publication Year
2003
Type
Textbook
Number of Pages
392 Pages

Dimensions

Item Height
234mm
Item Width
157mm
Item Weight
560g

Additional Product Features

Series Title
Advanced Texts in Econometrics
Editor
Peter M. Robinson
Country/Region of Manufacture
United Kingdom

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