Large Sample Inference for Long Memory Processes - Giraitis, Liudas (Queen Mary, University of London, UK) - Books - Imperial College Press - 9781848162785 - April 30, 2012
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Giraitis, Liudas (Queen Mary, University of London, UK)
Large Sample Inference for Long Memory Processes

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A discrete-time stationary stochastic process with finite variance is said to have long memory if its autocorrelations tend to zero hyperbolically in the lag that is like a power of the lag, as the lag tends to infinity. This book presents basic theory and techniques of proving limit theorems for numerous statistics based on long memory processes.

500 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released April 30, 2012
ISBN13 9781848162785
Publishers Imperial College Press
Pages 596
Dimensions 165 × 235 × 35 mm   ·   984 g
Language English  

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