Long-Memory Processes

Name: Long-Memory Processes
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 9783642355110
Price: 4712 CZK
Availability: InStock

Probabilistic Properties and Statistical Methods

Autor: Jan Beran

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Dostupnost: Skladem u dodavatele

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Long-memory processes are known to play an important part in many areas of science and technology, i...

Informace o knize

Autor

Jan Beran

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2013

Stránek

884

EAN

9783642355110

ISBN

3642355110

Enbook ID

01255996

Vydavatel

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Hmotnost

1528

Rozměry

166 x 238 x 54

Kompletní popis

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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Long-Memory Processes

Probabilistic Properties and Statistical Methods

Informace o knize

Kompletní popis

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