Large Sample Inference for Long Memory Processes - Liudas Giraitis - Books - Imperial College Press - 9781848162785 - March 1, 2011
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Large Sample Inference for Long Memory Processes

Liudas Giraitis

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Large Sample Inference for Long Memory Processes

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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 1, 2011
Original release date 2009
ISBN13 9781848162785
Publishers Imperial College Press
Pages 500
Dimensions 165 × 235 × 35 mm   ·   952 g
Language English  

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