Long-Memory Time Series: Theory and Methods

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Long-Memory Time Series: Theory and...

Long-Memory Time Series: Theory and Methods

Name: Long-Memory Time Series: Theory and Methods
ISBN: 9780470114025

Wilfredo Palma

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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).

Kategorien:

Mathematics

Jahr:

2007

Auflage:

Verlag:

Wiley-Interscience

Sprache:

english

Seiten:

307

ISBN 10: