328 Pages
by
Chapman & Hall
315 Pages
by
Routledge
Also available as eBook on:
Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and... Read more
Preface
Introduction
Stationary Processes with Long Memory
Limit Theorems
Estimations of Long Memory-Heuristic Approaches
Estimations of Long Memory-MLE Time Domain
Estimations of Long Memory-MLE Frequency Domain
Robust Estimation of Long Memory
Estimation of Location and Scale, Forecasting
Regression
Goodness of Fit Tests and Related Topics
References
Author Index
Subject Index
Introduction
Stationary Processes with Long Memory
Limit Theorems
Estimations of Long Memory-Heuristic Approaches
Estimations of Long Memory-MLE Time Domain
Estimations of Long Memory-MLE Frequency Domain
Robust Estimation of Long Memory
Estimation of Location and Scale, Forecasting
Regression
Goodness of Fit Tests and Related Topics
References
Author Index
Subject Index
Biography
Jan Beran
"This book covers the diverse statistical methods and applications for data with long-range dependence. The author provides a concise and accessible overview of probabilistic foundations, statistical methods, and applications."
- L'Enseignement Mathematique
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