Name: Long-Memory Time Series
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Author: Wilfredo (Department of Statistics Palma
ISBN: 9780470114025

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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.

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Sprog:
Engelsk

ISBN:
9780470114025

Forlag:
John Wiley & Sons Inc

Indbinding:
Hardback

Sideantal:
304

Udgivet:
5. april 2007

Størrelse:
164x241x20 mm.

Vægt:
561 g.

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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.

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