Books by Wilfredo (Department of Statistics Palma

A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis.

During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some applications of these methodologies to real-life time series.