Statistics for long-memory processes. (2017)

• Record Type: Book
• Further Information: Note: Jan Beran.
• Other Names: Beran, Jan, 1959-
• Contents: 1. Introduction -- 2. Stationary processes with long memory -- 3. Limit theorems -- 4. Estimation of long memory: heuristic approaches -- 5. Estimation of long memory: time domain MLE -- 6. Estimation of long memory: frequency domain MLE -- 7. Robust estimation of long memory -- 8. Estimation of location and scale, forecasting -- 9. Regression -- 10. Goodness of fit tests and related topics -- 11. Miscellaneous topics -- 12. Programs and data sets.
• Publisher Details: Place of publication not identified : Routledge
• Publication Date: 2017
• Extent: 1 online resource (315 pages)
• Subjects: 519.5; Mathematical statistics; Stochastic processes; Statistique mathématique; Processus stochastiques; Mathematical statistics; Stochastic processes; Stochastische processen; Langetermijngeheugen; Statistiek; Langzeit; Long-memory-Prozess; Stochastische Abhängigkeit; Stochastischer Prozess; Statistique mathématique; Processus stochastiques
• Languages: English
• ISBNs: 9781351414104; 1351414100
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.