Long-memory time series: theory and methods
Auteur :
Palma, Wilfredo
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470114025
Date de publication :
5 avr. 2007
Dimensions :
24,1 x 16,4 x 2,0 cm
Poids :
561 g
Langue :
Anglais
Pays d'origine :
USA
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.