Breathe in Breathe Out by James E Loehr
Long memory processes constitute a broad class of models for stationary and non-stationary time series data in economics, finance and other fields. Their key feature is persistence, with high correlation between events that are remote in time. A single memory parameter economically indexes this persistence, as part of a rich parametric or non-parametric structure for the process. Unit root processes can be covered, along with processes that are stationary, but with stronger persistence than autoregressive moving averages, these latter being included in a broader class which describes both short memory and negative memory.| SKU | Unavailable |
| ISBN 13 | 9780737016116 |
| ISBN 10 | 0737016116 |
| Title | Breathe in Breathe Out |
| Author | James E Loehr |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Time-Life Books |
| Year published | 2000-01-01 |
| Number of pages | 208 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |