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Large Sample Inference for Long Memory Processes Giraitis, Liudas (Queen Mary, University of London, UK)
Large Sample Inference for Long Memory Processes
Giraitis, Liudas (Queen Mary, University of London, UK)
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
| Media | Boeken Hardcover Book (Boek met harde rug en kaft) |
| Vrijgegeven | 30 april 2012 |
| ISBN13 | 9781848162785 |
| Uitgevers | Imperial College Press |
| Pagina's | 596 |
| Afmetingen | 165 × 235 × 35 mm · 984 g |
| Taal en grammatica | Engels |