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Asymptotics for Fractional Processes

James Davidson

出版	Oxford University Press, 2025-04
主題	Business & Economics / EconometricsBusiness & Economics / StatisticsMathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic Processes
ISBN	01989551709780198955177
URL	http://books.google.com.hk/books?id=eV_x0AEACAAJ&hl=&source=gbs_api

註釋

Asymptotics for Fractional Processes develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.