Fractional Differencing and Long Memory Processes

Download or Read eBook Fractional Differencing and Long Memory Processes PDF written by Richard Baillie and published by . This book was released on 1996 with total page 324 pages. Available in PDF, EPUB and Kindle.

Author	: Richard Baillie
Publisher	:
Total Pages	: 324
Release	: 1996
ISBN-10	: OCLC:247041026
ISBN-13	:
Rating	: 4/5 (26 Downloads)

DOWNLOAD EBOOK

Book Synopsis Fractional Differencing and Long Memory Processes by : Richard Baillie

Book excerpt:

Fractional Differencing and Long Memory Processes Related Books

Language: en
Pages: 324

Fractional Differencing and Long Memory Processes

Authors: Richard Baillie

Categories: Econometrics

Type: BOOK - Published: 1996 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages:

Annals of Econometrics

Authors: Richard T. Baillie

Categories:

Type: BOOK - Published: 1996 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 594

Large Sample Inference For Long Memory Processes

Authors: Donatas Surgailis

Categories: Mathematics

Type: BOOK - Published: 2012-04-27 - Publisher: World Scientific Publishing Company

DOWNLOAD EBOOK

Box and Jenkins (1970) made the idea of obtaining a stationary time series by differencing the given, possibly nonstationary, time series popular. Numerous time

Language: en
Pages:

A Generalised Fractional Differencing Bootstrap for Long Memory Processes

Authors:

Categories:

Type: BOOK - Published: 2018 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 892

Long-Memory Processes

Authors: Jan Beran

Categories: Mathematics

Type: BOOK - Published: 2013-05-14 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications,