Téléchargez le livre : Long-Memory Processes

Long-Memory Processes

Probabilistic Properties and Statistical Methods de

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Éditeur :

Springer


Paru le : 2013-05-14

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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.
Pages
884 pages
Collection
n.c
Parution
2013-05-14
Marque
Springer
EAN papier
9783642355110
EAN EPUB
9783642355127
Informations sur l'ebook
Nombre pages copiables
8
Nombre pages imprimables
88
Taille du fichier
12780 Ko
Prix
220,49 €

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