Time Series and Wavelet Analysis: Festschrift in Honor of Pedro A. Morettin
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- Synopsis
- Prof. Pedro A. Morettin is a Distinguished Professor of Statistics at the Institute of Mathematics and Statistics of the University of São Paulo (IME-USP), where he has built an academic career spanning almost six decades. His work has had a significant impact on Time Series Analysis and Wavelet Statistical Methods, as exemplified by the papers appearing in this Festschrift, which are authored by renowned researchers in both fields. Besides his long-term commitment to research, Prof. Morettin is very active in mentoring and serving the profession. Moreover, he has written several textbooks, which are still a leading source of knowledge and learning for undergraduate and graduate students, practitioners, and researchers. Divided into two parts, the Festschrift presents a collection of papers that illustrate Prof. Morettin’s broad contributions to Time Series and Econometrics, and to Wavelets. The reader will be able to learn state-of-the-art statistical methodologies, from periodic ARMA models, fractional Brownian motion, and generalized Ornstein-Uhlenbeck processes to spatial models, passing through complex structures designed for high-dimensional data analysis, such as graph and dynamic models. The topics and data features discussed here include high-frequency sampling, fNRIS, forecasting, portfolio apportionment, volatility assessment, dairy production, and inflation, which are relevant to econometrics, medicine, and the food industry. The volume ends with a discussion of several very powerful tools based on wavelets, spectral analysis, dimensionality reduction, self-similarity, scaling, copulas, and other notions.
- Copyright:
- 2024
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783031663987
- Related ISBNs:
- 9783031663970
- Publisher:
- Springer Nature Switzerland
- Date of Addition:
- 01/20/25
- Copyrighted By:
- The Editor
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics, Medicine
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Chang Chiann
- Edited by:
- Aluisio de Souza Pinheiro
- Edited by:
- Clélia Maria Castro Toloi
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- by Chang Chiann
- by Aluisio de Souza Pinheiro
- by Clélia Maria Castro Toloi
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