ENGLISH

Time series analysis with long memory in view

By Hassler , Uwe

Book information

Publisher
John Wiley & Sons
Year
2019
ISBN
9781119470281, 9781119470427, 9781119470403, 1119470285, 9781119470380, 1119470382, 1119470420
Language
english
Format
PDF
Filesize
3 MB (3592922 bytes)
Series
Wiley series in probability and statistics
Pages
\278
Time added
2019-04-14 09:00:00
Time-series analysis.;MATHEMATICS -- Applied.;MATH

Description

Content: Stationary processes -- Moving averages and linear processes -- Frequency domain analysis -- Differencing and integration -- Fractionally integrated processes -- Sample mean -- Parametric estimators -- Semiparametric estimators -- Testing -- Further topics.

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