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Theory and Applications of Long-range Dependence

Theory and Applications of Long-range Dependence PDF Author: Paul Doukhan
Publisher: Birkhauser
ISBN:
Category : Brownian motion processes
Languages : en
Pages : 744

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Book Description
Long-range dependence is an important topic in the rapidly developing area of data analysis. This unique collection presents self-contained chapters written by specialists that present a comprehensive overview of the subject from the probabilistic and statistical perspective. A special section is devoted solely to mathematical techniques, and diagrams and illustrations enhance the presentation. The book discusses a number of applications from various areas including simulation and estimation, wavelets and computer networks, and econometrics and finance. Copyright © Libri GmbH. All rights reserved.