Long-Memory Time Series

Wilfredo (Department of Statistics, Universidad Catolica de Chile) Palma

John Wiley & Sons Inc, 2007

184,50 €On orderDelivery: 2-3 weeks

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.

ISBN-13
9780470114025
ISBN-10
0470114029
Publisher
John Wiley & Sons Inc
Year
2007
Publication date
2007-04-05
Pages
304
Dimensions
241x164x20
Weight
561