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Large Sample Inference For Long Memory Processes Surgailis, Donatas (Vilnius Univ, Lithuania)
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Large Sample Inference For Long Memory Processes
Surgailis, Donatas (Vilnius Univ, Lithuania)
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 | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 30, 2012 |
| ISBN13 | 9781848162785 |
| Publishers | Imperial College Press |
| Pages | 596 |
| Dimensions | 165 × 235 × 35 mm · 984 g |
| Language | English |
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