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  1. Large Sample Inference for Long Memory Processes (Inbunden)

    av

    Liudas Giraitis, Hira L. Koul, Donatas Surgailis

    ISBN: 9781848162785 - UTGIVEN: 200907

    A discrete-time stationary stochastic process with finite variance is said to have long memory if its autocorrelations tend to zero hyperbolically in the lag, i.e. like a power of the lag, as the lag tends to infinity. The absolute sum of autocorrelations of such processes diverges and their spectra[...]

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    från 759.00 kr