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Large Sample Inference for Long Memory Processes Liudas Giraitis
Large Sample Inference for Long Memory Processes
Liudas Giraitis
A discrete-time stationary stochastic process with finite variance is said to have long memory if its autocorrelations tend to zero hyperbolically in the lag that is like a power of the lag, as the lag tends to infinity. This book presents basic theory and techniques of proving limit theorems for numerous statistics based on long memory processes.
500 pages, Illustrations
| 介质类型 | 图书 Hardcover Book (精装硬皮书) |
| 已发行 | 2011年3月1日 |
| 原始发行日期 | 2009 |
| ISBN13 | 9781848162785 |
| 出版商 | Imperial College Press |
| 页数 | 500 |
| 商品尺寸 | 165 × 235 × 35 mm · 952 g |
| 语言 | 英语 |