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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.