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Long-Memory Time Series: Theory and Methods |
| Wiley Series in Probability and Statistics |
| W. Palma |
| 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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| Cloth Bound |
Pages, 6-1/8 x 9-1/4 in.
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Item #:
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0470114029
$94.95 |
John Wiley & Sons, Inc. | |
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