Publisher's Synopsis
Long memory time series are characterized by a strong dependence between distant events. Various methods and their theoretical properties are discussed along with their empirical applications in this student textbook.
About the Publisher
Oxford University Press is a department of the University of Oxford. It furthers the University's objective of excellence in research, scholarship, and education by publishing worldwide. Our products cover an extremely broad academic and educational spectrum, and we aim to make our content available to our users in whichever format suits them best.We publish for all audiences-from pre-school to secondary level schoolchildren; students to academics; general readers to researchers; individuals to institutions. Our range includes dictionaries, English language teaching materials, children's books, journals, scholarly monographs, printed music, higher education textbooks, and schoolbooks.
