Statistics for long-memory processes
@inproceedings{Beran1994StatisticsFL, title={Statistics for long-memory processes}, author={Jan Beran}, year={1994} }
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
3,600 Citations
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