Theory and Applications of Long-Range Dependence

Inbunden, Engelska, 2002

AvPaul Doukhan,George Oppenheim,Murad S. Taqqu

1 399 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Time series research has been an area of considerable research activity over the past several decades. The essential ingredient --- the notion of time-dependence --- is required for measuring and then accurately predicting data to construct suitable models for diverse phenomena. This fairly self-contained volume, written by leading experts in their respective fields, especially focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. Graduate students, researchers, and professionals in industry will benefit from the book.

Produktinformation

Utgivningsdatum2002-12-13
Mått178 x 254 x 44 mm
Vikt1 557 g
FormatInbunden
SpråkEngelska
Antal sidor720
Upplaga2003
FörlagBirkhauser Boston Inc
ISBN9780817641689

Tillhör följande kategorier

Matematisk statistik inom Naturvetenskap och teknik

"This book is a valuable and unique collection of material on LRD. It gathers together a large amount of material; the papers and their extensive references here give a broad and current summary of the research on the topic of long-range dependence." ---Journal of Statistical Physics "Long-range dependence concerns time-series models for phenomena in which correlations decay like a power law, thus much more slowly than in ARMA models... The present volume contains 28 surveys of the field, treating and merging both theory and applications, giving a global picture of the field. The papers are grouped into four parts: I. Probabilistic Aspects; II. Statistical Aspects; III. Applications to Telecommunications, Economics, Hydrology, and Turbulence; IV. Practical Methodologies."-QUARTERLY OF APPLIED MATHEMATICS "The present volume contains 28 surveys of the field, treating and merging both theory and applications, giving a global picture of the field."(QUARTERLY OF APPLIED MATHEMATICS)