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Theory and Applications of Long-Range Dependence

Theory and Applications of Long-Range Dependence

Hardcover

Business GeneralTechnology & EngineeringProbability & Statistics

ISBN10: 0817641688
ISBN13: 9780817641689
Publisher: Birkhauser
Published: Dec 13 2002
Pages: 720
Weight: 3.22
Height: 1.52 Width: 7.12 Depth: 10.38
Language: English
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.

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Probability & Statistics