Asymptotics for Fractional Processes
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Asymptotics for Fractional Processes
Davidson, James
Oxford University Press
04/2025
224
Dura
9780198955177
Pré-lançamento - envio 15 a 20 dias após a sua edição
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1: The Fractional Model
2: Fractional Asymptotics
3: The FCLT for Fractional Processes
4: The Fractional Covariance
5: Stochastic Integrals
6: Weak Convergence of Integrals
7: Fractional Cointegration
8: Autocorrelated Shocks
9: Frequency Domain Analysis
10: Autoregressive Roots near Unity
A: Appendix: Useful Results
B: Appendix: Identities and Integral Solutions
References
Index
2: Fractional Asymptotics
3: The FCLT for Fractional Processes
4: The Fractional Covariance
5: Stochastic Integrals
6: Weak Convergence of Integrals
7: Fractional Cointegration
8: Autocorrelated Shocks
9: Frequency Domain Analysis
10: Autoregressive Roots near Unity
A: Appendix: Useful Results
B: Appendix: Identities and Integral Solutions
References
Index
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
1: The Fractional Model
2: Fractional Asymptotics
3: The FCLT for Fractional Processes
4: The Fractional Covariance
5: Stochastic Integrals
6: Weak Convergence of Integrals
7: Fractional Cointegration
8: Autocorrelated Shocks
9: Frequency Domain Analysis
10: Autoregressive Roots near Unity
A: Appendix: Useful Results
B: Appendix: Identities and Integral Solutions
References
Index
2: Fractional Asymptotics
3: The FCLT for Fractional Processes
4: The Fractional Covariance
5: Stochastic Integrals
6: Weak Convergence of Integrals
7: Fractional Cointegration
8: Autocorrelated Shocks
9: Frequency Domain Analysis
10: Autoregressive Roots near Unity
A: Appendix: Useful Results
B: Appendix: Identities and Integral Solutions
References
Index
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
