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

Asymptotics for Fractional Processes

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    A Hardback by James Davidson

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      Publisher: Oxford University Press
      Publication Date: 4/1/2025
      ISBN13: 9780198955177, 978-0198955177
      ISBN10: 0198955170
      Also in:
      Business, Finance & Law Econometrics and economic statistics

      Description

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

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