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Large Sample Inference for Long Memory Processes Liudas Giraitis
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Large Sample Inference for Long Memory Processes
Liudas Giraitis
A discrete-time stationary stochastic process with finite variance is said to have long memory if its autocorrelations tend to zero hyperbolically in the lag that is like a power of the lag, as the lag tends to infinity. This book presents basic theory and techniques of proving limit theorems for numerous statistics based on long memory processes.
500 pages, Illustrations
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2011. gada 1. marts |
| Oriģinālā izdošanas datums | 2009 |
| ISBN13 | 9781848162785 |
| Izdevēji | Imperial College Press |
| Lapas | 500 |
| Izmēri | 165 × 235 × 35 mm · 952 g |
| Valoda | Angļu |
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