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Palma, Wilfredo

Long-Memory Time Series: Theory and Methods

Palma, Wilfredo - Long-Memory Time Series: Theory and Methods, ebook

116,80€

Ebook, PDF with Adobe DRM
ISBN: 9780470131459
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Printing91 pages with an additional page accrued every 8 hours, capped at 91 pages
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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)
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

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