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...
| Main Authors: | , , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2013, 2013
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| Edition: | 1st ed. 2013 |
| Subjects: | |
| 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