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(Ebook) Long-Memory Time Series: Theory and Methods by Wilfredo Palma ISBN 9780470114025, 0470114029

  • SKU: EBN-995334
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5.0

21 reviews
Instant download (eBook) Long-Memory Time Series: Theory and Methods after payment.
Authors:Wilfredo Palma
Pages:307 pages.
Year:2007
Editon:1
Publisher:Wiley-Interscience
Language:english
File Size:9.36 MB
Format:pdf
ISBNS:9780470114025, 0470114029
Categories: Ebooks

Product desciption

(Ebook) Long-Memory Time Series: Theory and Methods by Wilfredo Palma ISBN 9780470114025, 0470114029

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. The topics are systematically organized in a progressive manner, starting from foundations (the first three chapters), progressing to the analysis of methodological implications (the next six chapters), and finally extending to more complex long-range dependent data structures (the final three chapters).
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