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This detailed review of long memory processes includes a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Includes proofs and data examples.

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    • Title: Long-Memory Processes by Jan Beran; Yuanhua Feng; Sucharita Ghosh; Rafal Kulik
    • Publisher: Springer Nature
    • Print ISBN: 9783642355110, 3642355110
    • eText ISBN: 9783642355127
    • Edition: 2013 2013 edition
    • Format: EPUB eBook
    $56.70
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