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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Bibliographische Detailangaben
1. Verfasser: Giraitis, Liudas
Weitere Verfasser: Koul, Hira L., Surgailis, Donatas
Format: Buch
Sprache:Vietnamese
Veröffentlicht: London Imperial College Press 2012
Schlagworte:
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Thư viện lưu trữ: Thư viện Trường Đại học Nam Cần Thơ