Palma, Wilfredo
Long-Memory Time Series: Theory and Methods
During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some applications of these methodologies to real-life time series. The topics are systematically organized in a progressive manner, starting from foundations (the first three chapters), progressing to the analysis of methodological implications (the next six chapters), and finally extending to more complex long-range dependent data structures (the final three chapters).
Keywords: MATHEMATICS / Probability & Statistics / General MAT029000
- Author(s)
- Palma, Wilfredo
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2007
- Language
- en
- Edition
- 1
- Series
- Wiley Series in Probability and Statistics
- Page amount
- 304 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780470131459
- Printed ISBN
- 9780470114025