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in00005065471 |
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OCoLC |
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20220616045300.0 |
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090227t20122012enka b 001 0 eng d |
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|a 9781848162785
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|a 1848162782
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|a (CaEvSKY)sky249930432
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|a (OCoLC)805881158
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|a YDXCP
|b eng
|c TEU
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|d MUU
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|a EEMO
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|a QA276
|b .G57 2012
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100 |
1 |
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|a Giraitis, Liudas.
|0 http://id.loc.gov/authorities/names/nb99143908
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245 |
1 |
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|a Large sample inference for long memory processes /
|c Liudas Giraitis, Hira L. Koul, Donatas Surgailis.
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260 |
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|a London ;
|a Hackensack :
|b Imperial College Press ; distributed by World Scientific,
|c [2012], ©2012.
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300 |
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|a xvi, 577 pages :
|b illustrations ;
|c 24 cm
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336 |
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|a text
|b txt
|2 rdacontent
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|a unmediated
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|2 rdamedia
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|a volume
|b nc
|2 rdacarrier
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|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.
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504 |
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|a Includes bibliographical references (pages 554-570) and index.
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590 |
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|a MSU Stanley C. and Selma D. Hollander Faculty Book Collection
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650 |
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|a Mathematical statistics.
|0 http://id.loc.gov/authorities/subjects/sh85082133
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700 |
1 |
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|a Koul, H. L.
|q (Hira L.)
|0 http://id.loc.gov/authorities/names/n86840210
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700 |
1 |
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|a Surgailis, Donatas.
|0 http://id.loc.gov/authorities/names/nb99143910
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|p Can Circulate
|a Michigan State University-Library of Michigan
|b Michigan State University
|c MSU Main Library
|d MSU Main Library - Faculty Book Collection, 1 West
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|a Michigan State University-Library of Michigan
|b Michigan State University
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|d MSU Main Library
|t 0
|e QA276 .G57 2012
|h Library of Congress classification
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|m 31293003629056
|n 1
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