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Record Nr. |
UNINA9910830178403321 |
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Autore |
Hassler Uwe |
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Titolo |
Time series analysis with long memory in view / / Uwe Hassler |
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Pubbl/distr/stampa |
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Hoboken, NJ : , : John Wiley & Sons, , [2018] |
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©2018 |
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ISBN |
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1-119-47042-0 |
1-119-47038-2 |
1-119-47028-5 |
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Descrizione fisica |
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1 online resource (291 pages) |
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Collana |
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Wiley series in probability and statistics |
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Disciplina |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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Stationary processes -- Moving averages and linear processes -- Frequency domain analysis -- Differencing and integration -- Fractionally integrated processes -- Sample mean -- Parametric estimators -- Semiparametric estimators -- Testing -- Further topics. |
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