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Long-Memory Time Series: Theory and Methods

Publisher: 
John Wiley
Number of Pages: 
285
Price: 
95.00
ISBN: 
978-0-470-11402-5
Date Received: 
Wednesday, April 11, 2007
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Wilfredo Palma
Series: 
Wiley Series in Probability and Statistics
Publication Date: 
2007
Format: 
Hardcover
Category: 
Monograph

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.

Publish Book: 
Modify Date: 
Monday, June 11, 2007

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