Description

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.

392 pages; numerous tables and figures; ISBN13: 978-0-19-925730-0ISBN10: 0-19-925730-2

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