Long Memory Processes
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Language: en
Pages: 892
Pages: 892
Type: BOOK - Published: 2013-05-14 - Publisher: Springer Science & Business Media
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications,
Language: en
Pages: 336
Pages: 336
Type: BOOK - Published: 1994-10-01 - Publisher: CRC Press
Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting mater
Language: en
Pages: 288
Pages: 288
Type: BOOK - Published: 2018-10-30 - Publisher: John Wiley & Sons
Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are
Language: en
Pages: 419
Pages: 419
Type: BOOK - Published: 2016-11-09 - Publisher: Springer
This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory
Language: en
Pages: 396
Pages: 396
Type: BOOK - Published: 2003 - Publisher: Advanced Texts in Econometrics
Long memory time series are characterized by a strong dependence between distant events.