Screen LibraryTime series analysis with long memory in view /
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| Main Authors: | |
|---|---|
| Published: |
John Wiley & Sons Inc.,
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| Publisher Address: | Hoboken, NJ : |
| Publication Dates: | 2019. |
| Literature type: | Book |
| Language: | English |
| Series: |
Wiley series in probability and statistics
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| Subjects: | |
| Carrier Form: | xvii, 270 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages 245-265) and index. |
| ISBN: |
9781119470403 (hardback) : 1119470404 (hardback) |
| Index Number: | QA280 |
| CLC: | O211.61 |
| Call Number: | O211.61/H355 |
| Contents: | Stationary processes -- Moving averages and linear processes -- Frequency domain analysis -- Differencing and integration -- Fractionally integrated processes -- Sample mean -- Parametric estimators -- Semiparametric estimators -- Testing -- Further topics. |