Large sample inference for long memory processes

Presents theory and methods for large sample inference in long memory time series, covering estimation, testing, and asymptotic results with applications in statistics and econometrics.

Guardat en:
Dades bibliogràfiques
Autor principal: Giraitis, Liudas
Altres autors: Koul, Hira L., Surgailis, Donatas
Format: Llibre
Idioma:Vietnamese
Publicat: London Imperial College Press 2012
Matèries:
Etiquetes: Afegir etiqueta
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
Thư viện lưu trữ: Thư viện Trường Đại học Nam Cần Thơ