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"item_title" : "Long-Memory Processes",
"item_author" : [" Jan Beran", "Yuanhua Feng", "Sucharita Ghosh "],
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Long-Memory Processes : Probabilistic Properties and Statistical Methods
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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