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Long-Memory Processes: Probabilistic Properties and Statistical Methods
Hardcover
Business GeneralMedical ReferenceProbability & Statistics
ISBN13: 9783642355110
Publisher: Springer Nature
Published: May 29 2013
Pages: 884
Weight: 3.05
Height: 2.04 Width: 6.28 Depth: 9.50
Language: English
Definition of Long Memory.- Origins and Generation of Long Memory.- Mathematical Concepts.- Limit Theorems.- Statistical Inference for Stationary Processes.- Statistical Inference for Nonlinear Processes.- Statistical Inference for Nonstationary Processes.- Forecasting.- Spatial and Space-Time Processes.- Resampling.- Function Spaces.- Regularly Varying Functions.- Vague Convergence.- Some Useful Integrals.- Notation and Abbreviations.
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