Long-Memory Processes: Probabilistic Properties and Statistical Methods

By: Jan Beran and Rafal Kulik and Sucharita Ghosh and Yuanhua Feng

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Synopsis: Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.

Book Quality:: Publisher Quality
ISBN-13:: 9783642355127
Related ISBNs:: 9783642355110
Publisher:: Springer Berlin Heidelberg
Date of Addition:: 12/07/16
Copyrighted By:: Springer
Adult content:: No
Language:: English
Has Image Descriptions:: No
Categories:: Nonfiction, Business and Finance, Mathematics and Statistics, Medicine
Grade Levels:: College Freshman
Submitted By:: Bookshare Staff
Usage Restrictions:: This is a copyrighted book.