Time series analysis with long memory in view (Record no. 221730)

MARC details
000 -LEADER
fixed length control field 02528nam a22002057a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220412152256.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 220305b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119470403
040 ## - CATALOGING SOURCE
Transcribing agency AL
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Edition number 23
Classification number 519.55
Item number HAST
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Uwe Hassler
9 (RLIN) 22823
245 ## - TITLE STATEMENT
Title Time series analysis with long memory in view
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. New Jersey
Name of publisher, distributor, etc. Wiley
Date of publication, distribution, etc. 2019
300 ## - PHYSICAL DESCRIPTION
Extent xvii,270p.
Other physical details HB
Dimensions 23x15cm.
365 ## - TRADE PRICE
Source of price type code General
Price type code VBI-1350
Price amount ₹7907.63
Currency code ₹
Unit of pricing ₹10543.50
Price note 20%
Price effective from 21-02-2022
520 ## - SUMMARY, ETC.
Summary, etc. Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof <br/>Long memory time series are characterized by a strong dependence between distant events. This book introduces readers to the theory and foundations of univariate time series analysis with a focus on long memory and fractional integration, which are bedded into the general framework. It presents the general theory of time series, including some issues that are not treated in other books on time series, such as ergodicity, persistence versus memory, asymptotic properties of the periodogram, and Whittle estimation. Further chapters address the general functional central limit theory, parametric and semiparametric estimation of the long memory parameter, and locally optimal tests. Intuitive and easy to read, Time Series Analysis with Long Memory in View offers chapters that cover: Stationary Processes; Moving Averages and Linear Processes; Frequency Domain Analysis; Differencing and Integration; Fractionally Integrated Processes; Sample Means; Parametric Estimators; Semiparametric Estimators; and Testing. It also is cusses further topics. This book Offers beginning-of-chapter examples as well as end-of-chapter technical arguments and proofs Contains many new results on long memory processes which have not appeared in previous and existing textbooks Takes a basic mathematics (Calculus) approach to the topic of time series analysis with long memory Contains 25 illustrative figures as well as lists of notations and acronyms time Series Analysis with Long Memory in View is an ideal text for first year PhD students, researchers, and practitioners in statistics, econometrics, and any application area that uses time series over a long period. It would also benefit researchers, undergraduates, and practitioners in those areas who require a rigorous introduction to time series analysis.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Source of heading or term Mathematics
Topical term or geographic name entry element Statistics
9 (RLIN) 29633
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Book
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Cost, replacement price Price effective from Koha item type
    Dewey Decimal Classification     Mathematics St Aloysius PG Library St Aloysius PG Library 03/04/2022 Vidyarthi Books 7907.63   519.55 HAST PG023688 08/24/2022 10543.50 02/21/2022 Book