Description
This book is about time series analysis and covers a variety of methods that can be used to analyze time series data. The book is written for economists, finance professionals, and other researchers who are interested in time series analysis.
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.
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