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Long-Memory Processes: Probabilistic Properties and Statistical Methods

Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik




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 | #3333787 in Books |  2013-05-14 | Original language:English | PDF # 1 |  9.50 x2.04 x6.28l,3.05 | File type: PDF | 884 pages

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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 prob...

You easily download any file type for your device.Long-Memory Processes: Probabilistic Properties and Statistical Methods   |  Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik. I really enjoyed this book and have already told so many people about it!

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