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Bibframe Work

Title
Long-Memory Processes
Type
Text
Monograph
Contribution
Beran, Jan (Author)
Feng, Yuanhua (Author)
Ghosh, S. (Sucharita) (Author)
Kulik, Rafal (Author)
Subject
(BISACSH)
Probabilities (LCSH)
Statistics (LCSH)
Language
English (eng)
Classification
DDC: 519.5 full (Source: 23)
Content
text (txt)
Summary
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.
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
Authorized Access Point
Beran, Jan Long-Memory Processes
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Status: new
Date: 2013-05-14
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Status: changed
Date: 2020-10-26T17:31:16
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Status: changed
Date: 2024-08-03T17:35:10.44147-04:00
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Encoding Level: preliminary
Identified By: bf:Local, 21770688
Description Language: English

other physical format
Beran, Jan Long-memory processes
Long-Memory Processes : Probabilistic Properties and Statistical Methods
Long-Memory Processes : Probabilistic Properties and Statistical Methods
Long-Memory Processes : Probabilistic Properties and Statistical Methods
Printed edition
Long-Memory Processes : Probabilistic Properties and Statistical Methods
Long-Memory Processes : Probabilistic Properties and Statistical Methods
Long-Memory Processes : Probabilistic Properties and Statistical Methods