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
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2013, 2013
Edition:1st ed. 2013
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 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