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Statistics for Long-Memory Processes

By: Language: English Series: Monographs on Statistics and Applied Probability ; 61 | Cox, D.R. (Ed.) | Hinkley, D.V. (Ed.) | Reid, N. (Ed.) | et alPublication details: New York, Albany, Bonn : Chapman and Hall 1994Edition: 1. EdDescription: x, 315 ppISBN:
  • 0-412-04901-5
Contents:
from the Table of Contents: Preface; Introduction; Stationary processes with long memory; Limit theorems; Estimation of long memory: heuristic approaches; Estimation of long memory: time domain MLE; Estimation of long memory: frequency domain MLE; Robust estimation of long memory; Estimation of location and scale, forecasting; Regression; Goodness of fit tests and related topics; Miscellaneous topics; Programms and data sets;
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Loanable Institute for Advanced Studies (IHS) Book 16061-A Available IHS101110807

from the Table of Contents: Preface; Introduction; Stationary processes with long memory; Limit theorems; Estimation of long memory: heuristic approaches; Estimation of long memory: time domain MLE; Estimation of long memory: frequency domain MLE; Robust estimation of long memory; Estimation of location and scale, forecasting; Regression; Goodness of fit tests and related topics; Miscellaneous topics; Programms and data sets;

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