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Long-Memory Processes: Probabilistic Properties and Statistical Methods - Beran, Jan, and Feng, Yuanhua, and Ghosh, Sucharita
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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 probabilistic foundations and statistical methods, ...

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Long-Memory Processes: Probabilistic Properties and Statistical Methods 2016, Springer, Berlin, Heidelberg

ISBN-13: 9783662512357

Trade paperback

Long-Memory Processes: Probabilistic Properties and Statistical Methods 2013, Springer, Berlin, Heidelberg

ISBN-13: 9783642355110

2013 edition

Hardcover