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Asymptotics for Fractional Processes
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Asymptotics for Fractional Processes 0198955170 Book Cover

Asymptotics for Fractional Processes

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Edition Description

Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments. Long memory in a time series, equivalently called strong dependence, is usually defined to mean that the autocovariance...

Edition Details
Format:Hardcover
Language:English
ISBN:0198955170
Format: Hardcover
Condition:
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122.44
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