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Author: Jan Beran
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892
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Book 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. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
Author: Jan Beran
Publisher: Springer Science & Business Media
ISBN: 3642355129
Category : Mathematics
Languages : en
Pages : 892
Get Book Here
Book 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. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
Author: Jan Beran
Publisher: Routledge
ISBN: 1351414100
Category : Mathematics
Languages : en
Pages : 336
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Book Description
Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.
Author: Vadim Olshevsky
Publisher: World Scientific
ISBN: 9814469556
Category : Mathematics
Languages : en
Pages : 604
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Book Description
Compared to other books devoted to matrices, this volume is unique in covering the whole of a triptych consisting of algebraic theory, algorithmic problems and numerical applications, all united by the essential use and urge for development of matrix methods. This was the spirit of the 2nd International Conference on Matrix Methods and Operator Equations from 23-27 July 2007 in Moscow that was organized by Dario Bini, Gene Golub, Alexander Guterman, Vadim Olshevsky, Stefano Serra-Capizzano, Gilbert Strang and Eugene Tyrtyshnikov.Matrix methods provide the key to many problems in pure and applied mathematics. However, linear algebra theory, numerical algorithms and matrices in FEM/BEM applications usually live as if in three separate worlds. In this volume, maybe for the first time ever, they are compiled together as one entity as it was at the Moscow meeting, where the algebraic part was impersonated by Hans Schneider, algorithms by Gene Golub, and applications by Guri Marchuk. All topics intervened in plenary sessions are specially categorized into three sections of this volume.The soul of the meeting was Gene Golub, who rendered a charming “Golub's dimension” to the three main axes of the conference topics. This volume is dedicated in gratitude to his memory.
Author: Dilip Kumar
Publisher: diplom.de
ISBN: 3954897458
Category : Business & Economics
Languages : en
Pages : 99
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Book Description
This book examines the long memory characteristics in the volatility of the Indian stock market, the Indian exchange rates and the Indian banking sector. This book also reviews the chain of approaches to estimate the long memory parameter. The long memory characteristics of the financial time series are widely studied and have implications for various economics and finance theories. The most important financial implication is related to the violation of the weak-form of market efficiency which encourages the traders, investors and portfolio managers to develop models for making predictions and to construct and implement speculative trading and investment strategies. In an efficient market, the price of an asset should follow a random walk process in which the price change is unaffected by ist lagged price changes and has no memory.
Author: Shravan Vasishth
Publisher: Routledge
ISBN: 1135886148
Category : Language Arts & Disciplines
Languages : en
Pages : 167
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Book Description
The first-ever investigation of sentence processing in Hindi, Working Memory in Sentence Comprehension studies the predictions of three existing, wide-coverage sentence processing models. In experiments that apply these models to Hindi, Shravan Vasishth develops a new sentence processing model that builds on existing theories and overcomes their empirical problems. Advancing the understanding of human parsing processes, this book is a landmark in cross-linguistic research, presenting a challenging set of sentence processing facts that will impact future theories.
Author: Gilles Teyssière
Publisher: Springer Science & Business Media
ISBN: 3540346252
Category : Business & Economics
Languages : en
Pages : 394
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Book Description
Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
Author: Naoya Maruyama
Publisher: Springer
ISBN: 3319455508
Category : Computers
Languages : en
Pages : 352
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Book Description
This book constitutes the proceedings of the 12th International Workshop on OpenMP, IWOMP 2016, held in Nara, Japan, in October 2016. The 24 full papers presented in this volume were carefully reviewed and selected from 28 submissions. They were organized in topical sections named: applications, locality, task parallelism, extensions, tools, accelerator programming, and performance evaluations and optimization.
Author: Martin Giurfa
Publisher: Frontiers Open Access E-books
ISBN: 2889190005
Category :
Languages : en
Pages : 149
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Book Description
Author: Ekrem Dere
Publisher: Frontiers Media SA
ISBN: 2889198472
Category : Neurosciences. Biological psychiatry. Neuropsychiatry
Languages : en
Pages : 515
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Book Description
Episodic memory refers to the ability to remember personal experiences in terms of what happened and where and when it happened. Humans are also able to remember the specific perceptions, emotions and thoughts they had during a particular experience. This highly sophisticated and unique memory system is extremely sensitive to cerebral aging, neurodegenerative and neuropsychiatric diseases. The field of episodic memory research is a continuously expanding and fascinating area that unites a broad spectrum of scientists who represent a variety of research disciplines including neurobiology, medicine, psychology and philosophy. Nevertheless, important questions still remain to be addressed. This research topic on the Progress in Episodic Memory Research covers past and current directions in research dedicated to the neurobiology, neuropathology, development, measurement and treatment of episodic memory.
Author: Rutger van Haasteren
Publisher: Springer Science & Business Media
ISBN: 3642395996
Category : Science
Languages : en
Pages : 149
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Book Description
Pulsar timing is a promising method for detecting gravitational waves in the nano-Hertz band. In his prize winning Ph.D. thesis Rutger van Haasteren deals with how one takes thousands of seemingly random timing residuals which are measured by pulsar observers, and extracts information about the presence and character of the gravitational waves in the nano-Hertz band that are washing over our Galaxy. The author presents a sophisticated mathematical algorithm that deals with this issue. His algorithm is probably the most well-developed of those that are currently in use in the Pulsar Timing Array community. In chapter 3, the gravitational-wave memory effect is described. This is one of the first descriptions of this interesting effect in relation with pulsar timing, which may become observable in future Pulsar Timing Array projects. The last part of the work is dedicated to an effort to combine the European pulsar timing data sets in order to search for gravitational waves. This study has placed the most stringent limit to date on the intensity of gravitational waves that are produced by pairs of supermassive black holes dancing around each other in distant galaxies, as well as those that may be produced by vibrating cosmic strings. Rutger van Haasteren has won the 2011 GWIC Thesis Prize of the Gravitational Wave International Community for his innovative work in various directions of the search for gravitational waves by pulsar timing. The work is presented in this Ph.D. thesis.
