Time Series Analysis of Long Memory versus Structural Breaks

by Georg M. Goerg

Several real world processes exhibit a very slowly decaying dependence over time, e.g. river flow data, tree ring width data, or stock volatility. In the time series literature this phenomenon is... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639246012
• ISBN13: 9783639246018
• Release Date: March 2010
• Publisher: VDM Verlag
• Length: 120 Pages
• Weight: 0.41 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"