Theory and Applications of Long-Range Dependence
Editat de Paul Doukhan, George Oppenheim, Murad S. Taqquen Limba Engleză Hardback – 13 dec 2002
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Specificații
ISBN-13: 9780817641689
ISBN-10: 0817641688
Pagini: 720
Ilustrații: XII, 720 p.
Dimensiuni: 178 x 254 x 39 mm
Greutate: 1.46 kg
Ediția:2003
Editura: Birkhäuser Boston
Colecția Birkhäuser
Locul publicării:Boston, MA, United States
ISBN-10: 0817641688
Pagini: 720
Ilustrații: XII, 720 p.
Dimensiuni: 178 x 254 x 39 mm
Greutate: 1.46 kg
Ediția:2003
Editura: Birkhäuser Boston
Colecția Birkhäuser
Locul publicării:Boston, MA, United States
Public țintă
Professional/practitionerRecenzii
"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)
"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)