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Time Series with Long Memory

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£ 74.82

Description

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.

Book Details
EAN:
9780199257300
Binding:
Paperback / softback
Dimensions(mm):
156 x 232 x 24
Publication Date:
2003-06-26
Publication Country:
United Kingdom