Nantilus
Large sample inference for long memory processes
| Auteurs principaux : | , |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Large sample inference for long memory processes / Liudas Giraitis,...Hira L Koul,...Donatas Surgailis,... |
| Publié : |
London :
Imperial College Press
, cop. 2012 |
| Description matérielle : | 1 vol. (XVI-577 p.) |
| Sujets : |
- 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