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Large sample inference for long memo...
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Giraitis, Liudas.
Large sample inference for long memory processes /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Large sample inference for long memory processes /Liudas Giratitis, Hira L. Koul, Donatas Surgailis.
作者:
Giraitis, Liudas.
其他作者:
Koul, H. L.
出版者:
London :Imperial College Press ;c2012.
面頁冊數:
xvi, 577 p. :ill. ;24 cm.
標題:
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 /
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