Liudas Giraitis, Professor in the School of Economics and Finance, has recently published a book of his research together with H.L. Koul and D. Surgailis.

The book, published by Imperial College Press, is titled 'Large Sample Inference For Long Memory Processes', and covers basic theory and techniques of proving limit theorems for numerous statistics based on long memory processes.

It is available to purchase online from the links below.

http://www.amazon.co.uk/Large-Sample-Inference-Memory-Processes/dp/1848162782

http://www.worldscibooks.com/mathematics/p591.html

Posted 2nd July 2012