Long-Memory Processes Probabilistic Properties and Statistical Methods /

• Main Authors: Beran, Jan (Author), Feng, Yuanhua (Author), Ghosh, Sucharita (Author), Kulik, Rafal (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Subjects: Statistics.; Probabilities.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Statistics for Life Sciences, Medicine, Health Sciences.

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...