Long Memory Processes Probabilistic Properties and Statistical Methods

Name: Long Memory Processes Probabilistic Properties and Statistical Methods
Price: 122.85 USD
Availability: InStock
ISBN: 9783642355110

ISBN-10: 3642355110

ISBN-13: 9783642355110

Edition: 2013

Authors: Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik

List price: $179.99

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Description:

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.

Book details

List price: $179.99
Copyright year: 2013
Publisher: Springer Berlin / Heidelberg
Publication date: 5/29/2013
Binding: Hardcover
Pages: 884
Size: 6.10" wide x 9.25" long x 2.00" tall
Weight: 32.230
Language: English