Time Series With Long Memory (Advanced Texts in Econometrics) Peter M. Robinson

Time Series with Long Memory comprises a collection on time series analysis. Long memory time series are characterized by a strong dependence between distant events. Various methods and their theoretical properties are discussed with empirical applications. The methods constitute a very flexible approach to analyzing time series data arising in economics, finance and other fields. Это и многое другое вы найдете в книге Time Series With Long Memory (Advanced Texts in Econometrics) (Peter M. Robinson)