E-Book Overview
During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some applications of these methodologies to real-life time series. The topics are systematically organized in a progressive manner, starting from foundations (the first three chapters), progressing to the analysis of methodological implications (the next six chapters), and finally extending to more complex long-range dependent data structures (the final three chapters).
E-Book Content
LONG-MEMORY TIME SERIES Theory and Methods
Wilfred0 Palma Pontificia UniversidadCatolica de Chile
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WILEY-INTERSCIENCE A JOHN WILEY & SONS, INC., PUBLICATION
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LONG-MEMORY TIME SERIES
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T H E W l L E Y 6ICENTENNIAL-KNOWLEDGE FOR GENERATIONS
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