MARC状态：审校 文献类型：西文图书 浏览次数：49
- 题名/责任者:
- Time series analysis with long memory in view / Uwe Hassler, Goethe University Frankfurt.
- 出版发行项:
- Hoboken, NJ : John Wiley & Sons, 2019.
- ISBN:
- 9781119470403 (hardcover)
- 载体形态项:
- xvii, 270 pages : illustrations ; 24 cm.
- 其他载体形态:
- Online version: Hassler, Uwe, author. Time series analysis with long memory in view 1st edition. Hoboken, NJ : John Wiley & Sons, 2018 9781119470281
- 个人责任者:
- Hassler, Uwe, author.
- 论题主题:
- Time-series analysis.
- 中图法分类号:
- O211.61
- 书目附注:
- Includes bibliographical references (pages 245-266) and index.
- 内容附注:
- 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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