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Long-Memory Processes

Long-Memory Processes

Jan Beran / Sucharita Ghosh / Yuanhua Feng

248,97 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2016
Materia
Probabilidad y estadística
ISBN:
9783662512357
248,97 €
IVA incluido
Disponible

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Sobre IBD

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.

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Otros libros del autor

  • Long-Memory Processes
    Jan Beran / Sucharita Ghosh / Yuanhua Feng
    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 provi...