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...
Long memory processes constitute a broad class of models for stationary and non-stationary time series data in economics, finance and other fields. Th...
This first volume of the Handbook of Automated Reasoning includes topics such as: the early history of automated deduction, classical logic - resolution theorem proving, and tableaux and related methods.
This first volume of the Handbook of Automated Reasoning includes topics such as: the early history of automated deduction, classical logic - resoluti...
