Robinson, Peter M.

Libros de: Robinson, Peter M.

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  • Time Series With Long Memory

    Robinson, Peter M.

    Oxford University Press (2003)

    valoración

    • EAN: 9780199257300
    • Páginas: 224
    • Fecha de edición: 2003

    pvp.47,35 €

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    This volume provides in a convenient format for students and researchers the core papers in long memory time series analysis. Long memory time series are characterized by a strong dependence between distant events. Various methods ...