Time series with long memory

edited by Peter M. Robinson

Long memory time series are characterized by a strong dependence between distant events. Various methods and their theoretical properties are discussed along with their empirical applications in this student textbook.

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Year of publication:	2023
Other Persons:	Robinson, P. M. (ed.)
Publisher:	Oxford : Oxford University Press
Subject:	Zeitreihenanalyse \| Time series analysis \| Theorie \| Theory

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Extent:	1 online resource (x, 382 pages) illustrations (black and white).
Series:	Advanced texts in econometrics Oxford scholarship online
Type of publication:	Book / Working Paper
Language:	English
Notes:	Previously issued in print: 2003. - Includes bibliographical references and index. - Derived record based on print version record and publisher information
ISBN:	978-1-383-03984-9 ; 978-0-19-925729-4
Other identifiers:	10.1093/oso/9780199257294.001.0001 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015442668