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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Auteur principal: Giraitis, Liudas
Autres auteurs: Koul, Hira L., Surgailis, Donatas
Format: Livre
Langue:Vietnamese
Publié: London Imperial College Press 2012
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Thư viện lưu trữ: Thư viện Trường Đại học Nam Cần Thơ