Long-Memory Time Series: Theory and Methods

by Wilfredo Palma

A self-contained, contemporary treatment of the analysis of long-range dependent data

Long-Memory Time Series: Theory and Methods 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. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods,...

• Format: Hardcover
• Language: English
• ISBN: 0470114029
• ISBN13: 9780470114025
• Release Date: March 2007
• Publisher: Wiley-Interscience
• Length: 304 Pages
• Weight: 1.21 lbs.
• Dimensions: 0.8" x 6.5" x 9.4"