Large sample inference for long memory processes / Liudas Giraitis, Hira L. Koul, Donatas Surgailis.

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Bibliographic Details
Main Author: Giraitis, Liudas
Other Authors: Koul, H. L. (Hira L.), Surgailis, Donatas
Language:English
Published: London ; Hackensack : Imperial College Press ; distributed by World Scientific, [2012], ©2012.
Subjects:
Mathematical statistics.
Local Note:
MSU Stanley C. and Selma D. Hollander Faculty Book Collection
Physical Description:xvi, 577 pages : illustrations ; 24 cm
Format: Book

MARC

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245 1 0 |a Large sample inference for long memory processes /  |c Liudas Giraitis, Hira L. Koul, Donatas Surgailis. 
260 |a London ;  |a Hackensack :  |b Imperial College Press ; distributed by World Scientific,  |c [2012], ©2012. 
300 |a xvi, 577 pages :  |b illustrations ;  |c 24 cm 
336 |a text  |b txt  |2 rdacontent 
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505 0 |a 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 -- 14. Appendix -- 15. Bibliography. 
504 |a Includes bibliographical references (pages 554-570) and index. 
590 |a MSU Stanley C. and Selma D. Hollander Faculty Book Collection 
650 0 |a Mathematical statistics.  |0 http://id.loc.gov/authorities/subjects/sh85082133 
700 1 |a Koul, H. L.  |q (Hira L.)  |0 http://id.loc.gov/authorities/names/n86840210 
700 1 |a Surgailis, Donatas.  |0 http://id.loc.gov/authorities/names/nb99143910 
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