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 
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  • 2018
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