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Large sample inference for long memo...

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Giraitis, Liudas.

Large sample inference for long memory processes /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Large sample inference for long memory processes /Liudas Giratitis, Hira L. Koul, Donatas Surgailis.
Author:	Giraitis, Liudas.
other author:	Koul, H. L.
Published:	London :Imperial College Press ;c2012.
Description:	xvi, 577 p. :ill. ;24 cm.
Subject:	Mathematical statistics.
ISBN:	9781848162785 (hbk.) :

Large sample inference for long memory processes /
Giraitis, Liudas.

Large sample inference for long memory processes /Liudas Giratitis, Hira L. Koul, Donatas Surgailis. - London :Imperial College Press ;c2012. - xvi, 577 p. :ill. ;24 cm.

Includes bibliographical references (p. 554-570) and indexes.

1. Introduction -- 2. Some preliminaries -- 3. Long memory processes -- 4. Limit theory for sums -- 5. Properties of the DFT and the periodogram -- 6. Asymptotic theory for quadratic forms -- 7. Parametric models -- 8. Estimation -- 9. Elementary inference problems -- 10. Empirical processes -- 11. Regression models -- 12. Non-parametric regression -- 13. Model diagnostics -- 14. Appendix -- 15. Bibliography.

ISBN: 9781848162785 (hbk.) :NT$ 3057

LCCN: 2012471627Subjects--Topical Terms:

181877
Mathematical statistics.

LC Class. No.: QA276 / .G515 2012

Large sample inference for long memory processes /
LDR:01131nam a2200205 a 4500 001 524820
005 20180808103738.0
008 180822s2012 enka b 001 0 eng d
010 $a 2012471627
020 $a 9781848162785 (hbk.) : $c NT$ 3057
020 $a 1848162782 (hbk.)
035 $a (OCoLC)ocn805881158
035 $a 17480498
040 $a YDXCP $b eng $e aacr2 $c TEU $d YDXCP $d OCLCO $d MUU $d AZU $d BOS $d DLC
041 0 $a eng
050 0 0 $a QA276 $b .G515 2012
100 1 $a Giraitis, Liudas. $3 796761
245 1 0 $a Large sample inference for long memory processes / $c Liudas Giratitis, Hira L. Koul, Donatas Surgailis.
260 $a London : $a Hackensack, NJ : $b Imperial College Press ; $c c2012. $b Distributed by World Scientific Pub. Co.,
300 $a xvi, 577 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references (p. 554-570) and indexes.
505 0 $a 1. Introduction -- 2. Some preliminaries -- 3. Long memory processes -- 4. Limit theory for sums -- 5. Properties of the DFT and the periodogram -- 6. Asymptotic theory for quadratic forms -- 7. Parametric models -- 8. Estimation -- 9. Elementary inference problems -- 10. Empirical processes -- 11. Regression models -- 12. Non-parametric regression -- 13. Model diagnostics -- 14. Appendix -- 15. Bibliography.
650 0 $a Mathematical statistics. $3 181877
700 1 $a Koul, H. L. $q (Hira L.) $3 441816
700 1 $a Surgailis, Donatas. $3 796762

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QA276 G515 2012

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