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Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments. Long memory in a time series, equivalently called strong dependence, is usually defined to mean that the...
Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with...
A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods An Introduction to Econometric Theory offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed...
With over six thousand miles of rugged coastline, nowhere in Scotland is more than forty-five miles from tidal waters, and seven of the biggest towns and cities are seaports. No wonder then that the sea has shaped Scotland, and in turn the Scots have helped to shape...
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