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Long-Memory Processes - Probabilistic Properties and Statistical Methods (Hardcover, 2013 ed.)
Loot Price: R4,979
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Long-Memory Processes - Probabilistic Properties and Statistical Methods (Hardcover, 2013 ed.)
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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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