Time series with long memory / edited by Peter M. Robinson. - Oxford ; New York : Oxford University Press, 2003. - x, 382 p. : ill. ; 24 cm. - Advanced texts in econometrics .

Includes bibliographical references and index.

0199257299 0199257302 (pbk.)

2002-035565


Econometric models.
Mathematical statistics.

330.01 / ROB [ Shelf 74 ]