Tell your friends about this item:
Large Sample Inference For Long Memory Processes Surgailis, Donatas (Vilnius Univ, Lithuania)
Price
HK$ 1,029
excl. VAT
Ordered from remote warehouse
Expected to be ready for shipping Aug 6 - 18
Get notified about new Surgailis, Donatas (Vilnius Univ, Lithuania) releases
Our customers say:
Add to your iMusic wish list
Large Sample Inference For Long Memory Processes
Surgailis, Donatas (Vilnius Univ, Lithuania)
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 |
![Cover for Mainardi, Francesco (Univ Of Bologna, Italy) · Fractional Calculus And Waves In Linear Viscoelasticity: An Introduction To Mathematical Models (Hardcover Book) [Second edition] (2022)](https://imusic.b-cdn.net/images/item/original/981/9781783263981.jpg?mainardi-francesco-univ-of-bologna-italy-2022-fractional-calculus-and-waves-in-linear-viscoelasticity-an-introduction-to-mathematical-models-hardcover-book&class=scaled&v=1661437229)
![Cover for Heinrich Hora · Edward Teller Lectures: Lasers And Inertial Fusion Energy (Hardcover Book) [Second edition] (2016)](https://imusic.b-cdn.net/images/item/original/653/9781911299653.jpg?heinrich-hora-2016-edward-teller-lectures-lasers-and-inertial-fusion-energy-hardcover-book&class=scaled&v=1657585552)
![Cover for Rees, David W A (Brunel Univ Of London, Uk) · Mechanics Of Solids And Structures (2nd Edition) (Hardcover Book) [2 Revised edition] (2016)](https://imusic.b-cdn.net/images/item/original/950/9781783263950.jpg?rees-david-w-a-brunel-univ-of-london-uk-2016-mechanics-of-solids-and-structures-2nd-edition-hardcover-book&class=scaled&v=1458125441)
![Cover for Rees, David W A (Brunel Univ Of London, Uk) · Mechanics Of Solids And Structures (2nd Edition) (Paperback Book) [2 Revised edition] (2016)](https://imusic.b-cdn.net/images/item/original/967/9781783263967.jpg?rees-david-w-a-brunel-univ-of-london-uk-2016-mechanics-of-solids-and-structures-2nd-edition-paperback-book&class=scaled&v=1458125442)