Long-Memory Time Series

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Theory and Methods

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Theory and Methods

A self-contained, contemporary treatment of the analysis of long-range dependent data Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures.

To facilitate understanding, the book:

Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical and mathematical concepts

Features numerous examples that accelerate understanding and illustrate various consequences of the theoretical results

Proves all theoretical results (theorems, lemmas, corollaries, etc.) or refers readers to resources with further demonstration

Includes detailed analyses of computational aspects related to the implementation of the methodologies described, including algorithm efficiency, arithmetic complexity, CPU times, and more

Includes proposed problems at the end of each chapter to help readers solidify their understanding and practice their skills

A valuable real-world reference for researchers and practitioners in time series analysis, economerics, finance, and related fields, this book is also excellent for a beginning graduate-level course in long-memory processes or as a supplemental textbook for those studying advanced statistics, mathematics, economics, finance, engineering, or physics. A companion Web site is available for readers to access the S-Plus and R data sets used within the text.

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عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
سایر موارد

بستن

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2007

نویسنده

Wilfredo Palma

ناشر

Wiley-Interscience

شابک

9780470114025

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Long-Memory Time Series

Long-Memory Time Series

گزارش تخلف

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2007

نویسنده

ناشر

شابک

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