Large sample inference for long memory processes

Author(s)

• Giraitis, Liudas
• Koul, H. L. (Hira L.)
• Surgailis, Donatas

Bibliographic Information

Large sample inference for long memory processes

Liudas Giraitis, Hira L Koul, Donatas Surgailis

Imperial College Press, c2012

Note

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

Details

• NCID: BB09889554
• ISBN:
  • 9781848162785
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London
• Pages/Volumes: xvi, 577 p.
• Size: 24 cm
• Classification:
  • LCC : QA276
• Subject Headings:
  • LCSH : Mathematical statistics