Long-Memory Time Series: Theory and Methods

Preface. Acronyms. 1. Stationary Processes. 2. State Space Systems. 3. Long-Memory Processes. 4. Estimation Methods. 5. Asymptotic Theory. 6. Heteroskedastic Models. 7. Transformations. 8. Bayesian Methods. 9. Prediction. 10. Regression. 11. Missing Data. 12. Seasonality. References. Topic Index. Author Index.