Long-memory time series : theory and methods
Book information
Description
"This book provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series."--BOOK JACKET. Stationary processes -- State space systems -- Long-memory processes -- Estimation methods -- Asymptotic theory -- Heteroskedastic models -- Transformations -- Bayesian methods -- Prediction -- Regression -- Missing data -- Seasonality
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