You are here

Long-Memory Time Series: Theory and Methods

Wilfredo Palma
Publisher: 
John Wiley
Publication Date: 
2007
Number of Pages: 
285
Format: 
Hardcover
Series: 
Wiley Series in Probability and Statistics
Price: 
95.00
ISBN: 
978-0-470-11402-5
Category: 
Monograph
We do not plan to review this book.

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.

Dummy View - NOT TO BE DELETED