Long-Memory Processes : Probabilistic Properties and Statistical Methods
- フォーマット:
- 電子ブック
- 責任表示:
- by Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik
- 言語:
- 英語
- 出版情報:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013
- 形態:
- XVII, 884 p. 89 illus., 60 illus. in color : digital
- 著者名:
- 目次情報:
-
Definition of Long Memory Origins and Generation of Long Memory Mathematical Concepts Limit Theorems Statistical Inference for Stationary Processes Statistical Inference for Nonlinear Processes Statistical Inference for Nonstationary Processes Forecasting Spatial and Space-Time Processes Resampling Function Spaces Regularly Varying Functions Vague Convergence Some Useful Integrals Notation and Abbreviations Definition of Long Memory Origins and Generation of Long Memory Mathematical Concepts Limit Theorems Statistical Inference for Stationary Processes Statistical Inference for Nonlinear Processes - 書誌ID:
- IT00007445
- ISBN:
- 9783642355127 [3642355129]
9783642355110 [3642355110]
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