Title:
Time series analysis with long memory in view
Author:
Hassler, Uwe, author.
ISBN:
9781119470380
9781119470281
9781119470427
Physical Description:
1 online resource
Contents:
Stationary processes -- Moving averages and linear processes -- Frequency domain analysis -- Differencing and integration -- Fractionally integrated processes -- Sample mean -- Parametric estimators -- Semiparametric estimators -- Testing -- Further topics.
Local Note:
John Wiley and Sons
Electronic Access:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119470380Copies:
Available:*
Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 594709-1001 | QA280 .H385 2019 | Searching... | Searching... |