ENGLISH

Long-Memory Processes: Probabilistic Properties and Statistical Methods

By Jan Beran , Sucharita Ghosh , Yuanhua Feng , Rafal Kulik (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2013
ISBN
978-3-642-35511-0, 978-3-642-35512-7
DOI
10.1007/978-3-642-35512-7
Language
english
Format
PDF
Filesize
12 MB (12617329 bytes)
Edition
1
Pages
884\892
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Chemistry and Earth Sciences; StatisticsComputer SciencePhysicsStatistical Theory and Methods; Probability Theory

Description

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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