Read Time Series with Long Memory by Peter M. Robinson Free Online
Book Title: Time Series with Long Memory|
The author of the book: Peter M. Robinson
Edition: Oxford University Press, USA
Date of issue: August 1st 2003
ISBN 13: 9780199257300
Format files: PDF
The size of the: 16.11 MB
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Reader ratings: 5.4
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Long memory processes constitute a broad class of models for stationary and non-stationary time series data in economics, finance and other fields. Their key feature is persistence, with high correlation between events that are remote in time. A single memory parameter economically indexes this persistence, as part of a rich parametric or non-parametric structure for the process. Unit root processes can be covered, along with processes that are stationary, but with stronger persistence than autoregressive moving averages, these latter being included in a broader class which describes both short memory and negative memory.
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Read information about the authorPeter M. Robinson is a research fellow at the Hoover Institution, where he writes about business and politics, edits Hoover's quarterly journal, the Hoover Digest, and hosts Hoover's vidcast program, Uncommon Knowledge™.
Robinson is also the author of three books: How Ronald Reagan Changed My Life (Regan Books, 2003); It's My Party: A Republican's Messy Love Affair with the GOP, (Warner Books, 2000); and the best-selling business book Snapshots from Hell: The Making of an MBA (Warner Books, 1994; still available in paperback).
In 1979, he graduated summa cum laude from Dartmouth College, where he majored in English. He went on to study politics, philosophy, and economics at Oxford University, from which he graduated in 1982.
Robinson spent six years in the White House, serving from 1982 to 1983 as chief speechwriter to Vice President George Bush and from 1983 to 1988 as special assistant and speechwriter to President Ronald Reagan. He wrote the historic Berlin Wall address in which President Reagan called on General Secretary Mikhail Gorbachev to "tear down this wall!"
After the White House, Robinson attended the Stanford University Graduate School of Business. (The journal he kept formed the basis for Snapshots from Hell.) He graduated with an MBA in 1990.
Robinson then spent a year in New York City with Fox Television, reporting to the owner of the company, Rupert Murdoch. He spent a second year in Washington, D.C., with the Securities and Exchange Commission, where he served as the director of the Office of Public Affairs, Policy Evaluation, and Research. Robinson joined the Hoover Institution in 1993.
The author of numerous essays and interviews, Robinson has published in the New York Times, Red Herring, and Forbes ASAP, the Wall Street Journal, and National Review Online. He is the editor of Can Congress Be Fixed?: Five Essays on Congressional Reform (Hoover Institution Press, 1995).
In 2005, Robinson was elected to serve as a Trustee of Dartmouth College.
Robinson lives in northern California with his wife, their children and their dog, Crusoe.
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