Long-Memory Processes: Probabilistic Properties and Statistical Methods

By Sucharita GhoshRafal KulikYuanhua Feng, et al.

Book Overview

Definition of Long Memory.- Origins and Generation of Long Memory.- Mathematical Concepts.- Limit Theorems.- Statistical Inference for Stationary Processes.- Statistical Inference for Nonlinear Processes.- Statistical Inference for Nonstationary Processes.- Forecasting.- Spatial and Space-Time Processes.- Resampling.- Function Spaces.- Regularly Varying Functions.- Vague Convergence.- Some Useful Integrals.- Notation and Abbreviations.

• Format: Hardcover
• Language: English
• ISBN: 3642355110
• ISBN13: 9783642355110
• Release Date: May 2013
• Publisher: Springer
• Length: 884 Pages
• Weight: 3.05 lbs.
• Dimensions: 2.0" x 6.3" x 9.5"