Long-Memory Processes

Jan Beran (), Yuanhua Feng (), Sucharita Ghosh () and Rafal Kulik ()
Additional contact information
Jan Beran: University of Konstanz, Dept. of Mathematics and Statistics
Yuanhua Feng: University of Paderborn, Faculty of Business, Administration and Economics
Sucharita Ghosh: Swiss Federal Research Institute WSL
Rafal Kulik: University of Ottawa, Dept. of Mathematics and Statistics

in Springer Books from Springer

Date: 2013
Edition: 2013
ISBN: 978-3-642-35512-7
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Definition of Long Memory

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 10 Resampling

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 2 Origins and Generation of Long Memory

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 3 Mathematical Concepts

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 4 Limit Theorems

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 5 Statistical Inference for Stationary Processes

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 6 Statistical Inference for Nonlinear Processes

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 7 Statistical Inference for Nonstationary Processes

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 8 Forecasting

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Ch Chapter 9 Spatial and Space-Time Processes

Jan Beran, Yuanhua Feng, Sucharita Ghosh and Rafal Kulik

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-642-35512-7

Ordering information: This item can be ordered from
http://www.springer.com/9783642355127

DOI: 10.1007/978-3-642-35512-7

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().