Large sample inference for long memory processes
by
Giraitis, Liudas.
Title
:
Large sample inference for long memory processes
Author
:
Giraitis, Liudas.
ISBN
:
9781848162785
Personal Author
:
Giraitis, Liudas.
Publication Information
:
London ; Hackensack : Imperial College Press ; distributed by World Scientific, c2012.
Physical Description
:
xvi, 577 p. : ill. ; 24 cm.
Contents
:
1. Introduction -- 2. Some preliminaries -- 3. Long memory processes -- 4. Limit theory for sums -- 5. Properties of the DFT and the periodogram -- 6. Asymptotic theory for quadratic forms -- 7. Parametric models -- 8. Estimation -- 9. Elementary inference problems -- 10. Empirical processes -- 11. Regression models -- 12. Non-parametric regression -- 13. Model diagnostics -- 14. Appendix -- 15. Bibliography.
Subject Term
:
Mathematical statistics.
Added Author
:
Koul, H. L. (Hira L.)
Surgailis, Donatas.
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025578689 | 519.55 G515L 2012 | 1 |