LARGE SAMPLE INFERENCE FOR LONG MEMORY PROCESSES - Image 1

£70.20

Imperial College Press LARGE SAMPLE INFERENCE FOR LONG MEMORY PROCESSES

Name: LARGE SAMPLE INFERENCE FOR LONG MEMORY PROCESSES
Brand: Imperial College Press
Price: 70.2 GBP
Availability: InStock

Probability & Statistics

About as cheap as it gets. The only time it was cheaper was 3 months ago.

£70 today · all-time low £68 (Apr 2026) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 23 days • 23 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 23 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £70 (17 days, 73.9%)

Price range: £68 - £70

Price levels: 2 different prices over 23 days

Description

A discrete-time stationary stochastic process with finite variance is said to have long memory if its autocorrelations tend to zero hyperbolically in the lag, i.e. like a power of the lag, as the lag tends to infinity. The absolute sum of autocorrelations of such processes diverges and their spectral density at the origin is unbounded. This is unlike the so-called weakly dependent processes, where autocorrelations tend to zero exponentially fast and the spectral density is bounded at the origin. In a long memory process, the dependence between the current observation and the one at a distant future is persistent; whereas in the weakly dependent processes, these observations are approximately independent. This fact alone is enough to warn a person about the validity of the classical inference procedures based on the square root of the sample size standardization when data are generated by a long-term memory process. The aim of this volume is to provide a text at the graduate level from which one can learn, in a concise fashion, some basic theory and techniques of proving limit theorems for numerous statistics based on long memory processes. It also provides a guide to researchers about some of the inference problems under long memory.

Product Specifications

Brand: Imperial College Press
Format: hardcover
ASIN: 1848162782
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 27 June 2012
Listed Since: 17 November 2008

Barcode

No barcode data available

Imperial College Press LARGE SAMPLE INFERENCE FOR LONG MEMORY PROCESSES

About as cheap as it gets. The only time it was cheaper was 3 months ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Large Sample Inference For Long Memory Processes

Long-Memory Processes: Probabilistic Properties and Statistical Methods

Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)

Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)

Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics)

Statistics for Long-Memory Processes: 61 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering)

Semimartingales and their Statistical Inference: 83 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Dependence in Probability and Statistics: 187 (Lecture Notes in Statistics, 187)

Springer - Selected Works of C.C. Heyde (Probability and Statistics)

Advances in Stochastic Simulation Methods (Statistics for Industry and Technology)

Long-Range Dependence and Self-Similarity: 45 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 45)

Semimartingales and their Statistical Inference (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

A Course in Stochastic Processes: Stochastic Models and Statistical Inference: 34 (Theory and Decision Library B, 34)

Wiley Periodically Correlated Random Sequences - Math Book

Exponential Families of Stochastic Processes (Springer Series in Statistics)

Mathematical Statistics (Springer Texts in Statistics)

Stochastic Limit Theory: An Introduction for Econometricians

An Information Theoretic Approach to Econometrics

The Practice of Data Analysis: Essays in Honor of John W. Tukey (Princeton Legacy Library): 401

Mathematical Statistics: Basic Ideas and Selected Topics, Volume II: 119 (Chapman & Hall/CRC Texts in Statistical Science)

De Gruyter Continuous-Parameter Time Series Mathematics Book

CRC Press Sequential Analysis: Hypothesis Testing & Changepoint

Topics in Stochastic Analysis and Nonparametric Estimation: 145 (The IMA Volumes in Mathematics and its Applications, 145)