Long-Memory Processes Probabilistic Properties and Statistical Methods

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 probabi...

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Bibliographic Details
Main Authors: Beran, Jan, Feng, Yuanhua (Author), Ghosh, Sucharita (Author), Kulik, Rafal (Author)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2013, 2013
Edition:1st ed. 2013
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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245 0 0 |a Long-Memory Processes  |h Elektronische Ressource  |b Probabilistic Properties and Statistical Methods  |c by Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik 
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260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 2013, 2013 
300 |a XVII, 884 p. 89 illus., 60 illus. in color  |b online resource 
505 0 |a Definition of Long Memory -- Origins and Generation of Long Memory -- Mathematical Concepts -- Limit Theorems -- Statistical Inference for Stationary Processes -- Statistical Inference for Nonlinear Processes -- Statistical Inference for Nonstationary Processes -- Forecasting -- Spatial and Space-Time Processes -- Resampling -- Function Spaces -- Regularly Varying Functions -- Vague Convergence -- Some Useful Integrals -- Notation and Abbreviations 
653 |a Statistical Theory and Methods 
653 |a Statistics  
653 |a Biostatistics 
653 |a Probability Theory 
653 |a Statistics in Business, Management, Economics, Finance, Insurance 
653 |a Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences 
653 |a Biometry 
653 |a Probabilities 
700 1 |a Feng, Yuanhua  |e [author] 
700 1 |a Ghosh, Sucharita  |e [author] 
700 1 |a Kulik, Rafal  |e [author] 
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520 |a 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