Asymptotics for Fractional Processes
Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.
Specificaties
| ISBN/EAN | 9780198955177 |
| Auteur | James (Professor of Econometrics (Emeritus) Davidson |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 224 |
| Lengte | |
| Breedte |