1-InterScience - Long-Memory Time Series - Theory and Methods - 2007.pdf
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Long-Memory Time Series - Theory and Methods - 2007 307pages by Wilfred0 Palma
1 Stationary Processes
2 State Space Systems
3 Long-Memory Processes
4 Estimation Methods
5 Asymptotic Theory
6 Heteroskedastlc Models
7 Transformations
8 Bayesian Methods
9 Prediction
10Regression
11 Missing Data
12 Seasonality


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