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" Time series analysis with long memory in view / "
Uwe Hassler.
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BL
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| Record Number
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840407
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| Main Entry
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Hassler, Uwe
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| Title & Author
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Time series analysis with long memory in view /\ Uwe Hassler.
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| Publication Statement
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Hoboken, NJ :: John Wiley & Sons, Inc.,, 2019.
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, ©2019
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| Page. NO
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1 online resource
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| ISBN
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1119470285
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: 1119470382
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: 1119470420
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: 9781119470281
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: 9781119470380
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: 9781119470427
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9781119470403
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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Stationary processes -- Moving averages and linear processes -- Frequency domain analysis -- Differencing and integration -- Fractionally integrated processes -- Sample mean -- Parametric estimators -- Semiparametric estimators -- Testing -- Further topics.
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| Subject
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Time-series analysis.
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MATHEMATICS-- Applied.
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MATHEMATICS-- Probability Statistics-- General.
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Time-series analysis.
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| Dewey Classification
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519.5/5
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| LC Classification
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QA280.H385 2019
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