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.

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Bibliographic Details
Main Author: Giraitis, Liudas
Other Authors: Koul, Hira L., Surgailis, Donatas
Format: Book
Language:Vietnamese
Published: London Imperial College Press 2012
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Institutions: Thư viện Trường Đại học Nam Cần Thơ