000			02528nam a22002057a 4500
005			20220412152256.0
008			220305b ||||| |||| 00| 0 eng d
020			_a9781119470403
040			_cAL
041			_aeng
082			_223 _a519.55 _bHAST
100			_aUwe Hassler _922823
245			_aTime series analysis with long memory in view
260			_aNew Jersey _bWiley _c2019
300			_axvii,270p. _bHB _c23x15cm.
365			_2General _aVBI-1350 _b₹7907.63 _c₹ _d₹10543.50 _e20% _f21-02-2022
520			_aProvides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are characterized by a strong dependence between distant events. This book introduces readers to the theory and foundations of univariate time series analysis with a focus on long memory and fractional integration, which are bedded into the general framework. It presents the general theory of time series, including some issues that are not treated in other books on time series, such as ergodicity, persistence versus memory, asymptotic properties of the periodogram, and Whittle estimation. Further chapters address the general functional central limit theory, parametric and semiparametric estimation of the long memory parameter, and locally optimal tests. Intuitive and easy to read, Time Series Analysis with Long Memory in View offers chapters that cover: Stationary Processes; Moving Averages and Linear Processes; Frequency Domain Analysis; Differencing and Integration; Fractionally Integrated Processes; Sample Means; Parametric Estimators; Semiparametric Estimators; and Testing. It also is cusses further topics. This book Offers beginning-of-chapter examples as well as end-of-chapter technical arguments and proofs Contains many new results on long memory processes which have not appeared in previous and existing textbooks Takes a basic mathematics (Calculus) approach to the topic of time series analysis with long memory Contains 25 illustrative figures as well as lists of notations and acronyms time Series Analysis with Long Memory in View is an ideal text for first year PhD students, researchers, and practitioners in statistics, econometrics, and any application area that uses time series over a long period. It would also benefit researchers, undergraduates, and practitioners in those areas who require a rigorous introduction to time series analysis.
650			_2Mathematics _aStatistics _929633
942			_2ddc _cBK
999			_c221730 _d221730