Time series analysis with long memory in view / Uwe Hassler.

By:

Hassler, Uwe [author.]

Material type: Text

TextSeries: Wiley series in probability and statisticsPublisher: Hoboken, NJ : John Wiley & Sons, 2019Description: 1 online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781119470281
1119470285
9781119470380
1119470382

Subject(s):

Genre/Form:

Electronic books.

DDC classification:

519.5/5 23

LOC classification:

QA280 .H385 2019

Online resources:

Wiley Online Library

Contents:

Stationary processes -- Moving averages and linear processes -- Frequency domain analysis -- Differencing and integration -- Fractionally integrated processes -- Sample mean -- Parametric estimators -- Semiparametric estimators -- Testing -- Further topics.

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Time series analysis with long memory in view / Uwe Hassler.

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