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This book contains articles arising from a conference in honour of
mathematician-statistician Mikl s Csoergo on the occasion of his
80th birthday, held in Ottawa in July 2012. It comprises research
papers and overview articles, which provide a substantial glimpse
of the history and state-of-the-art of the field of asymptotic
methods in probability and statistics, written by leading experts.
The volume consists of twenty articles on topics on limit theorems
for self-normalized processes, planar processes, the central limit
theorem and laws of large numbers, change-point problems, short and
long range dependent time series, applied probability and
stochastic processes, and the theory and methods of statistics. It
also includes Csoergo's list of publications during more than 50
years, since 1962.
This book contains articles arising from a conference in honour of
mathematician-statistician Mikl s Csoergo on the occasion of his
80th birthday, held in Ottawa in July 2012. It comprises research
papers and overview articles, which provide a substantial glimpse
of the history and state-of-the-art of the field of asymptotic
methods in probability and statistics, written by leading experts.
The volume consists of twenty articles on topics on limit theorems
for self-normalized processes, planar processes, the central limit
theorem and laws of large numbers, change-point problems, short and
long range dependent time series, applied probability and
stochastic processes, and the theory and methods of statistics. It
also includes Csoergo's list of publications during more than 50
years, since 1962.
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.
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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