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Long-Memory Processes: Probabilistic Properties and Statistical Methods
Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal
€ 254.50
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Description for Long-Memory Processes: Probabilistic Properties and Statistical Methods
paperback. This detailed review of long memory processes includes a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Includes proofs and data examples. Num Pages: 901 pages, 29 black & white illustrations, 60 colour illustrations, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 45. Weight in Grams: 1359.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2016
Publisher
Springer Germany
Number of pages
901
Condition
New
Number of Pages
884
Place of Publication
Berlin, Germany
ISBN
9783662512357
SKU
V9783662512357
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal
Jan Beran is a Professor of Statistics at the University of Konstanz (Department of Mathematics and Statistics). After completing his PhD in Mathematics at the ETH Zurich, he worked at several U.S. universities and the University of Zurich. He has a broad range of interests, from long-memory processes and asymptotic theory to applications in finance, biology and musicology. ... Read more
Reviews for Long-Memory Processes: Probabilistic Properties and Statistical Methods
From the book reviews: “This encyclopaedic book covers almost the whole literature on univariate and multivariate long-range dependent (LRD) processes, or long-memory processes or strongly dependent processes. … This volume is then of strong interest for both researchers and teachers familiar with the topic, as it gives an overall, structured and balanced picture of the current state of the ... Read more