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Long-Memory Processes : Probabilistic Properties and Statistical Methods / by Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik

データ種別 電子ブック
出版者 Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer
出版年 2013
本文言語 英語
大きさ XVII, 884 p. 89 illus., 60 illus. in color : online resource

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URL 電子ブック


EB0130691

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内容注記 Definition 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
一般注記 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
著者標目 *Beran, Jan author
Feng, Yuanhua author
Ghosh, Sucharita author
Kulik, Rafal author
SpringerLink (Online service)
件　名 LCSH:Statistics
LCSH:Probabilities
FREE:Statistics
FREE:Statistical Theory and Methods
FREE:Probability Theory and Stochastic Processes
FREE:Statistics for Business/Economics/Mathematical Finance/Insurance
FREE:Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences
FREE:Statistics for Life Sciences, Medicine, Health Sciences
分　類 DC23:519.5
巻冊次 ISBN:9783642355127 REFWLINK
ISBN 9783642355127
URL http://dx.doi.org/10.1007/978-3-642-35512-7
目次／あらすじ

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