Long-Memory Processes: Probabilistic Properties and by Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik PDF

By Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik

ISBN-10: 3642355110

ISBN-13: 9783642355110

Long-memory techniques are recognized to play a tremendous half in lots of parts of technological know-how and expertise, together with physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and community engineering. within the final two decades huge, immense development has been made in figuring out the probabilistic foundations and statistical ideas of such methods. This booklet offers a well timed and entire overview, together with an intensive dialogue of mathematical and probabilistic foundations and statistical equipment, emphasizing their useful motivation and mathematical justification. Proofs of the most theorems are supplied and knowledge examples illustrate functional elements. This e-book could be a precious source for researchers and graduate scholars in statistics, arithmetic, econometrics and different quantitative parts, in addition to for practitioners and utilized researchers who have to research facts within which lengthy reminiscence, energy legislation, self-similar scaling or fractal houses are relevant.

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Long-Memory Processes: Probabilistic Properties and Statistical Methods by Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik

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