Mendeley出力
＜図書＞
Time series with long memory
| 責任表示 | edited by Peter M. Robinson |
|---|---|
| シリーズ | Advanced texts in econometrics |
| データ種別 | 図書 |
| 出版情報 | New York : Oxford University Press , 2003 |
| 本文言語 | 英語 |
| 大きさ | x, 382 p. : ill. ; 24 cm |
| 概要 | 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 theoreti...al 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. 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. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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理系図3F 数理独自 | P 003/TIME/1 | 2003 |
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023212003003670 |
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書誌詳細
| 一般注記 | Includes bibliographical references and index |
|---|---|
| 著者標目 | Robinson, Peter M. |
| 件 名 | LCSH:Econometric models LCSH:Mathematical statistics |
| 分 類 | LCC:HB141 DC21:330/.01/51932 |
| 書誌ID | 1001394062 |
| ISBN | 0199257299 |
| NCID | BA62618425 |
| 巻冊次 | ISBN:0199257299 : pbk ; ISBN:0199257302 |
| 登録日 | 2009.11.02 |
| 更新日 | 2009.11.02 |