Long-memory time series : theory and methods
Long-memory time series : theory and methods By Wilfredo Palma
2007 | 307 Pages | ISBN: 0470114029 | DJVU | 2 MB
2007 | 307 Pages | ISBN: 0470114029 | DJVU | 2 MB
"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