Long-Memory Processes Probabilistic Properties and Statistical Methods /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Beran, Jan (Autor), Feng, Yuanhua (Autor), Ghosh, Sucharita (Autor), Kulik, Rafal (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Temas:
Statistics .
Probabilities.
Biometry.
Statistical Theory and Methods.
Probability Theory.
Statistics in Business, Management, Economics, Finance, Insurance.
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Biostatistics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Definition of Long Memory
  • Origins and Generation of Long Memory
  • Mathematical Concepts
  • Limit Theorems
  • Statistical Inference for Stationary Processes
  • Statistical Inference for Nonlinear Processes
  • Statistical Inference for Nonstationary Processes
  • Forecasting
  • Spatial and Space-Time Processes
  • Resampling
  • Function Spaces
  • Regularly Varying Functions
  • Vague Convergence
  • Some Useful Integrals
  • Notation and Abbreviations.

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