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Asymptotics for fractional processes / James Davidson.
- Format:
- Book
- Author/Creator:
- Davidson, James, 1944- author.
- Series:
- Oxford scholarship online.
- Oxford scholarship online
- Language:
- English
- Subjects (All):
- Fractional calculus.
- Asymptotic expansions.
- Physical Description:
- 1 online resource (285 pages)
- Edition:
- 1st ed.
- Place of Publication:
- Oxford : Oxford University Press, [2025]
- Summary:
- 'Asymptotics for Fractional Processes' develops an approach to the large-sample analysis of fractional partial-sum processes, featuring long memory increments.
- Notes:
- Includes bibliographical references.
- Description based on online resource and publisher information; title from PDF title page (viewed on May 26, 2025).
- ISBN:
- 0-19-895520-0
- 0-19-895518-9
- OCLC:
- 1521112439
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