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Large sample inference for long memo...

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Giraitis, Liudas.

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Large sample inference for long memory processes /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Large sample inference for long memory processes // Liudas Giratitis, Hira L. Koul, Donatas Surgailis.
作者:	Giraitis, Liudas.
其他作者:	Koul, H. L.
出版者:	London :Imperial College Press ; : c2012.,
面頁冊數:	xvi, 577 p. :ill. ;24 cm.
標題:	Mathematical statistics. -
電子資源:	http://www.library.arizona.edu/applications/couttspda/?isbn=1848162782Have the Library purchase this book for the collection
ISBN:	9781848162785 (hbk.) :

Large sample inference for long memory processes /
Giraitis, Liudas.

Large sample inference for long memory processes /Liudas Giratitis, Hira L. Koul, Donatas Surgailis. - London :Imperial College Press ;c2012. - xvi, 577 p. :ill. ;24 cm.

Includes bibliographical references (p. 554-570) and indexes.

Introduction --

ISBN: 9781848162785 (hbk.) :US118.00

LCCN: 2012471627Subjects--Topical Terms:

516858
Mathematical statistics.

LC Class. No.: QA276 / .G55 2012

Large sample inference for long memory processes /
LDR:01121cam a22001937a 450 001 1875141
005 20131223133033.0
008 130828s2012 enka b 001 0 eng d
010 $a 2012471627
020 $a 9781848162785 (hbk.) : $c US118.00
020 $a 1848162782 (hbk.)
035 $a AS-BW-102-N-03
040 $a YDXCP $b eng
050 0 0 $a QA276 $b .G55 2012
100 1 $a Giraitis, Liudas. $3 2012708
245 1 0 $a Large sample inference for long memory processes / $c Liudas Giratitis, Hira L. Koul, Donatas Surgailis.
260 # $a London : $b Imperial College Press ; $a Hackensack, NJ : $b Distributed by World Scientific Pub. Co., $c c2012.
300 $a xvi, 577 p. : $b ill. ; $c 24 cm.
504 $a Includes bibliographical references (p. 554-570) and indexes.
505 0 # $t Introduction -- $t Some preliminaries -- $t Long memory processes -- $t Limit theory for sums -- $t Properties of the DFT and the periodogram -- $t Asymptotic theory for quadratic forms -- $t Parametric models -- $t Estimation -- $t Elementary inference problems -- $t Empirical processes -- $t Regression models -- $t Non-parametric regression -- $t Model diagnostics.
650 # 0 $a Mathematical statistics. $3 516858
700 1 # $a Koul, H. L. $q (Hira L.) $3 2012709
700 1 # $a Surgailis, Donatas. $3 2012710
856 # # $u http://www.library.arizona.edu/applications/couttspda/?isbn=1848162782 $z Have the Library purchase this book for the collection

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