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Introduction | 1 | |
References | 3 | |
1 | Long-memory Time Series | 4 |
2 | On Large-sample Estimation for the Mean of a Stationary Random Sequence | 33 |
3 | An Introduction to Long-memory Time Series Models and Fractional Differencing | 49 |
4 | Large-sample Properties of Parameter Estimates for Strongly Dependent Stationary Gaussian Time Series | 65 |
5 | Long-term Memory in Stock Market Prices | 82 |
6 | The Estimation and Application of Long-memory Time Series Models | 119 |
7 | Gaussian Semiparametric Estimation of Long-range Dependence | 138 |
8 | Testing for Strong Serial Correlation and Dynamic Conditional Heteroskedasticity in Multiple Regression | 175 |
9 | The Detection and Estimation of Long Memory in Stochastic Volatility | 191 |
10 | Efficient Tests of Nonstationary Hypotheses | 214 |
11 | Estimation of the Memory Parameter for Nonstationary or Noninvertible Fractionally Integrated Processes | 251 |
12 | Limit Theorems for Regressions with Unequal and Dependent Errors | 278 |
13 | Time Series Regression with Long-range Dependence | 305 |
14 | Semiparametric Frequency Domain Analysis of Fractional Cointegration | 334 |
Index | 375 |
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Add Time Series with Long Memory (Advanced Texts in Econometrics Series), 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 application, Time Series with Long Memory (Advanced Texts in Econometrics Series) to the inventory that you are selling on WonderClubX
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Add Time Series with Long Memory (Advanced Texts in Econometrics Series), 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 application, Time Series with Long Memory (Advanced Texts in Econometrics Series) to your collection on WonderClub |