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Conditional-sum-of-squares estimation of models for stationary time series with long memory

P. M. Robinson

Publication Data

Title Conditional-sum-of-squares estimation of models for stationary time series with long memory
Author P. M. Robinson
Contributor Suntory and Toyota International Centres for Economics and Related Disciplines
Publisher Suntory and Toyota International Centrefor Economics and Related Disciplines
Publication date 2006
Publication location London
Language English

Descriptive Notes

Title from PDF title page (viewed on 6 Dec., 2006)

Topics

Time-series analysis

Catalogue Data

OBNB ID GBA6A3188
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.232

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Conditional-sum-of-squares estimation of models for stationary time series with long memory by P. M. Robinson. Published by Suntory and Toyota International Centrefor Economics and Related Disciplines in 2006. Publication and catalogue information, links to buy online and reader comments.