UID:
almafu_9959328819202883
Umfang:
1 online resource (xviii, 285 pages) :
,
illustrations
ISBN:
9780470131466
,
0470131462
,
9780470131459
,
0470131454
,
1280839317
,
9781280839313
Inhalt:
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.
Anmerkung:
LONG-MEMORY TIME SERIES; CONTENTS; Preface; Acronyms; 1 Stationary Processes; 2 State Space Systems; 3 Long-Memory Processes; 4 Estimation Methods; 5 Asymptotic Theory; 6 Heteroskedastic Models; 7 Transformations; 8 Bayesian Methods; 9 Prediction; 10 Regression; 11 Missing Data; 12 Seasonality; References; Topic Index; Author Index.
,
English.
Weitere Ausg.:
Print version: Palma, Wilfredo, 1963- Long-memory time series. Hoboken, N.J. : Wiley-Interscience, ©2007 ISBN 0470114029
Weitere Ausg.:
ISBN 9780470114025
Sprache:
Englisch
Schlagwort(e):
Electronic books.
;
Electronic books.
;
Electronic books.
DOI:
10.1002/9780470131466
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470131466
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470131466
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9780470131466
