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Long-Memory Processes|Jan Beran

Long-Memory Processes : Probabilistic Properties and Statistical Methods

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Overview

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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Details

  • ISBN-13: 9783662512357
  • ISBN-10: 3662512351
  • Publisher: Springer
  • Publish Date: August 2016
  • Dimensions: 9.21 x 6.14 x 1.79 inches
  • Shipping Weight: 2.73 pounds
  • Page Count: 884

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