An edition of Long-Memory Processes (2013)

Long-Memory Processes

Probabilistic Properties and Statistical Methods

  • 1 Want to read
Long-Memory Processes
Jan Beran, Yuanhua Feng, Sucha ...
Locate

My Reading Lists:

Create a new list

Check-In

×Close
Add an optional check-in date. Check-in dates are used to track yearly reading goals.
Today

  • 1 Want to read

Buy this book

Last edited by MARC Bot
September 14, 2024 | History
An edition of Long-Memory Processes (2013)

Long-Memory Processes

Probabilistic Properties and Statistical Methods

  • 1 Want to read

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.

Publish Date
Language
English

Buy this book

Edition Availability
Cover of: Long-Memory Processes
Long-Memory Processes: Probabilistic Properties and Statistical Methods
Aug 23, 2016, Springer
paperback
Cover of: Long-Memory Processes
Long-Memory Processes: Probabilistic Properties and Statistical Methods
2013, Springer London, Limited
in English
Cover of: Long-Memory Processes
Long-Memory Processes: Probabilistic Properties and Statistical Methods
May 14, 2013, Springer
hardcover

Add another edition?

Book Details


Classifications

Library of Congress
QA276-280

The Physical Object

Pagination
xvii, 884

ID Numbers

Open Library
OL37190965M
ISBN 13
9783642355127

Source records

Better World Books record

Community Reviews (0)

Feedback?
No community reviews have been submitted for this work.

Lists

This work does not appear on any lists.

History

Download catalog record: RDF / JSON
September 14, 2024 Edited by MARC Bot import existing book
August 3, 2020 Edited by ImportBot import existing book
May 21, 2020 Created by ImportBot import new book