Time Series Analysis with Long Memory in View

by Uwe Hassler

Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof

Long memory time series are characterized by a strong dependence between distant events. This book introduces readers to the theory and foundations of univariate time series analysis with a focus on long memory and fractional integration, which are embedded into the general framework. It presents the...

• Format: Hardcover
• Language: English
• ISBN: 1119470404
• ISBN13: 9781119470403
• Release Date: October 2018
• Publisher: Wiley
• Length: 288 Pages
• Weight: 1.36 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"