長期記憶を視野に入れた時系列分析
Time Series Analysis with Long Memory in View
Wiley Series in Probability and Statistics
Hassler, Uwe
- 内容紹介：
-
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.