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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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Subjects
Stochastic processes, Mathematical statistics, Statistics, Distribution (Probability theory), Economics, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Statistics for Business/Economics/Mathematical Finance/Insurance, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences, Statistics for Life Sciences, Medicine, Health SciencesEdition | Availability |
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1
Long-Memory Processes: Probabilistic Properties and Statistical Methods
Aug 23, 2016, Springer
paperback
3662512351 9783662512357
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2
Long-Memory Processes: Probabilistic Properties and Statistical Methods
2013, Springer London, Limited
in English
3642355129 9783642355127
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3
Long-Memory Processes: Probabilistic Properties and Statistical Methods
May 14, 2013, Springer
hardcover
3642355110 9783642355110
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