Time Series With Long Memory (Advanced Texts in Econometrics)
Автор:
Peter M. Robinson, ISBN:
0199257302
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.
Под заказ: |
|
OZON.ru - 5131 руб.
|
Перейти
|
|
|