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Long-Memory Processes

Name: Long-Memory Processes
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01255996
Price: 78579 HUF
Availability: InStock
Author: Jan Beran
ISBN: 9783642355110

Probabilistic Properties and Statistical Methods

Jan Beran

Language

English

Book Hardback

Libristo code: 01255996

Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, May 2013

Long-memory processes are known to play an important part in many areas of science and technology, i... Full description

Libristo code: 01255996

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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.