Time Series with Long Memory - Advanced Texts in Econometrics - Robinson - Books - Oxford University Press - 9780199257300 - June 26, 2003
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Time Series with Long Memory - Advanced Texts in Econometrics

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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.

392 pages, numerous tables and figures

Media Books     Paperback Book   (Book with soft cover and glued back)
Released June 26, 2003
ISBN13 9780199257300
Publishers Oxford University Press
Pages 392
Dimensions 232 × 156 × 24 mm   ·   598 g
Editor Robinson

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