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010   $a9783642355127
010   $a3642355129
024 7 $a10.1007/978-3-642-35512-7
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100   $a20130514d2013      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aLong-Memory Processes $eProbabilistic Properties and Statistical Methods /$fby Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik
205   $a1st ed. 2013.
210  1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2013.
215   $a1 online resource (892 p.)
300   $aDescription based upon print version of record.
311 08$a9783642355110 
311 08$a3642355110 
320   $aIncludes bibliographical references and indexes.
327   $aDefinition of Long Memory -- Origins and Generation of Long Memory -- Mathematical Concepts -- Limit Theorems -- Statistical Inference for Stationary Processes -- Statistical Inference for Nonlinear Processes -- Statistical Inference for Nonstationary Processes -- Forecasting -- Spatial and Space-Time Processes -- Resampling -- Function Spaces -- Regularly Varying Functions -- Vague Convergence -- Some Useful Integrals -- Notation and Abbreviations.
330   $aLong-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.
606   $aStatistics
606   $aProbabilities
606   $aStatistics
606   $aBiometry
606   $aStatistical Theory and Methods
606   $aProbability Theory
606   $aStatistics in Business, Management, Economics, Finance, Insurance
606   $aStatistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences
606   $aBiostatistics
615  0$aStatistics.
615  0$aProbabilities.
615  0$aStatistics.
615  0$aBiometry.
615 14$aStatistical Theory and Methods.
615 24$aProbability Theory.
615 24$aStatistics in Business, Management, Economics, Finance, Insurance.
615 24$aStatistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
615 24$aBiostatistics.
676   $a519
701   $aBeran$b Jan$089109
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910739406403321
996   $aLong-Memory Processes$93552813
997   $aUNINA