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Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics Book 215) by Hassler, Uwe is a nonfiction available to read on EtoBox.

What is Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics Book 215) about?

"Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof. Long memory time series are characterized by a strong dependence between distant events. This book introduces readers to the theory and foundations of univariate time series analysis with a focus on long memory and fractional integration, which are embedded into the general framework. It presents the general theory of time series, including some issues that are not treated in other books on time series, such as ergodicity, persistence versus memory, asymptotic properties of the periodogram, and Whittle estimation. Further chapters address the general functional central limit theory, parametric and semiparametric estimation of the long memory parameter, and locally optimal tests. Intuitive and easy to read, Time Series Analysis with Long Memory in View offers chapters that cover: Stationary Processes; Moving Averages and Linear Processes; Frequency Domain Analysis; Differencing and Integration; Fractionally Integrated Processes; Sample Means; Parametric Estimators; Semiparametric Estimators; and Testing. It also discusses further topics. This book: O

Who reads Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics Book 215)?

Author

Hassler, Uwe

Publisher

John Wiley & Sons, Incorporated

Published

2018

Language

EN

ISBN

9781119470403

Category

nonfiction

Subjects

Mathematics, Science, Stem