Time Series Analysis with Long Memory in View
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 ...
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 ...
