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.

Guardado en:
Detalles Bibliográficos
Autor principal: Giraitis, Liudas
Otros Autores: Koul, Hira L., Surgailis, Donatas
Formato: Libro
Lenguaje:Vietnamese
Publicado: London Imperial College Press 2012
Materias:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
Thư viện lưu trữ: Thư viện Trường Đại học Nam Cần Thơ