Wellcome

Long-memory time series : theory and methods / Wilfredo Palma.

By: Palma, Wilfredo, 1963-Contributor(s): Wiley InterScience (Online service)Material type: TextTextSeries: Wiley series in probability and statisticsPublisher: Hoboken, N.J. : Wiley-Interscience, [2007]Copyright date: ©2007Description: 1 online resource (xviii, 285 pages) : illustrationsContent type: text Media type: computer Carrier type: online resourceISBN: 9780470131466; 0470131462; 9780470131459; 0470131454; 1280839317; 9781280839313Subject(s): Time-series analysis | Time series analysis | Série chronologique | MATHEMATICS -- Probability & Statistics -- Time Series | Time-series analysis | TijdreeksenGenre/Form: Electronic books.Additional physical formats: Print version:: Long-memory time series.DDC classification: 519.5/5 LOC classification: QA280 | .P35 2007ebOther classification: 31.73 Online resources: Wiley Online Library
Contents:
LONG-MEMORY TIME SERIES; CONTENTS; Preface; Acronyms; 1 Stationary Processes; 2 State Space Systems; 3 Long-Memory Processes; 4 Estimation Methods; 5 Asymptotic Theory; 6 Heteroskedastic Models; 7 Transformations; 8 Bayesian Methods; 9 Prediction; 10 Regression; 11 Missing Data; 12 Seasonality; References; Topic Index; Author Index.
Summary: During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some applications of these methodologies to real-life time series.
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Item type Current library Call number Status Date due Barcode
Ebooks Ebooks Mysore University Main Library
Not for loan EBJW1680

Includes bibliographical references (pages 265-278) and indexes.

LONG-MEMORY TIME SERIES; CONTENTS; Preface; Acronyms; 1 Stationary Processes; 2 State Space Systems; 3 Long-Memory Processes; 4 Estimation Methods; 5 Asymptotic Theory; 6 Heteroskedastic Models; 7 Transformations; 8 Bayesian Methods; 9 Prediction; 10 Regression; 11 Missing Data; 12 Seasonality; References; Topic Index; Author Index.

During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some applications of these methodologies to real-life time series.

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