Long-Memory Processes: Probabilistic Properties and Statistical Methods

By Sucharita Ghosh, Rafal Kulik, Yuanhua Feng, et al.

Book Overview

Definition of Long Memory.- Origins and Generation of Long Memory.- Mathematical Concepts.- Limit Theorems.- Statistical Inference for Stationary Processes.- Statistical Inference for Nonlinear Processes.- Statistical Inference for Nonstationary Processes.- Forecasting.- Spatial and Space-Time Processes.- Resampling.- Function Spaces.- Regularly Varying Functions.- Vague Convergence.- Some Useful Integrals.- Notation and Abbreviations.

• Format: Paperback
• Language: English
• ISBN: 3662512351
• ISBN13: 9783662512357
• Release Date: August 2016
• Publisher: Springer
• Length: 884 Pages
• Weight: 2.73 lbs.
• Dimensions: 1.8" x 6.1" x 9.2"