Long-memory time series [electronic resource] : theory and methods / Wilfredo Palma.

During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some applications of these methodologies to real-lif...

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Bibliographic Details

Online Access:	Full Text (via Wiley)
Main Author:	Palma, Wilfredo, 1963-
Format:	Electronic eBook
Language:	English
Published:	Hoboken, N.J. : Wiley-Interscience, ©2007.
Subjects:	Time-series analysis.