Time Series Analysis with Long Memory in View

af Uwe Hassler

PROVIDES 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 embedded into the general framework. It presents the general theory of time series, including some issues that are not ... (Læs mere)