James, Professor of Econometrics, University of Exeter) Davidson
Asymptotics for Fractional Processes
Asymptotics for Fractional Processes
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- More about Asymptotics for Fractional Processes
Format: Hardback
Length: 224 pages
Publication date: 01 July 2025
Publisher: Oxford University Press
Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.
Weight: 500g
Dimension: 242 x 167 x 20 (mm)
ISBN-13: 9780198955177
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