Long-Memory Time Series: Theory and Methods
Wilfredo Palma
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).
Категории:
Год:
2007
Издание:
1
Издательство:
Wiley-Interscience
Язык:
english
Страницы:
307
ISBN 10:
0470114029
ISBN 13:
9780470114025
Серия:
Wiley Series in Probability and Statistics
Файл:
PDF, 9.36 MB
IPFS:
,
english, 2007