Long-Memory Processes: Probabilistic Properties and Statistical Methods - Softcover

Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita

 
9783642355134: Long-Memory Processes: Probabilistic Properties and Statistical Methods

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Synopsis

Definition of Long Memory.- Origins and Generation of Long Memory.- Mathematical Concepts.- Limit Theorems.- Statistical Inference for Stationary Processes.- Statistical Inference for Nonlinear Processes.- Statistical Inference for Nonstationary Processes.- Forecasting.- Spatial and Space-Time Processes.- Resampling.- Function Spaces.- Regularly Varying Functions.- Vague Convergence.- Some Useful Integrals.- Notation and Abbreviations.

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