Time Series with Long Memory
Author | : Peter M. Robinson |
Publisher | : Advanced Texts in Econometrics |
Total Pages | : 396 |
Release | : 2003 |
ISBN-10 | : 0199257302 |
ISBN-13 | : 9780199257300 |
Rating | : 4/5 (02 Downloads) |
Book Synopsis Time Series with Long Memory by : Peter M. Robinson
Download or read book Time Series with Long Memory written by Peter M. Robinson and published by Advanced Texts in Econometrics. This book was released on 2003 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long memory time series are characterized by a strong dependence between distant events.