Asymptotics for fractional processes /

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

Gespeichert in:
1. Verfasser:
Davidson, James
Format:
Elektronisch E-Book
Sprache:
Englisch
Veröffentlicht:
Oxford : Oxford University Press, [2025]
Ausgabe:
1st ed.
Zusammenfassung:
'Asymptotics for Fractional Processes' develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.
Umfang:
1 online resource (285 pages)
Zielpublikum:
Specialized.
Bibliografie:
Includes bibliographical references.
ISBN:
0-19-895520-0
0-19-895518-9
Schlagworte:
Fractional calculus.
Asymptotic expansions.
Mathematics.
Bezugswerke:
Links: