• DOI:10.2307/2983481
Corpus ID: 62495143

Statistics for long-memory processes

@inproceedings{Beran1994StatisticsFL,
  title={Statistics for long-memory processes},
  author={J. Beran},
  year={1994}
}

• J. Beran
• Published 1994
• Computer Science

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Preface Introduction Stationary Processes with Long Memory Limit Theorems Estimations of Long Memory-Heuristic Approaches Estimations of Long Memory-MLE Time Domain Estimations of Long Memory-MLE Frequency Domain Robust Estimation of Long Memory Estimation of Location and Scale, Forecasting Regression Goodness of Fit Tests and Related Topics References Author Index Subject Index