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Long-Memory Processes

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Long-Memory Processes

Probabilistic Properties and Statistical Methods

Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik

Springer
Publication date : 2013-05-14

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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.

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About the book

Author

Jan Beran , Yuanhua Feng , Sucharita Ghosh , Rafal Kulik

Imprint

Springer

Collection

n.c

Publication date

2013-05-14

Pages

884 pages

Print ISBN

9783642355110

Language

English

Ebook informations

EAN EPUB

9783642355127

Price

£199.50

Copy count 8

Print count 88

File size 12780 Ko

Informations accessibility

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About author(s)

Jan Beran

Yuanhua Feng

Sucharita Ghosh

Rafal Kulik

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