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RT Book, Whole SR Electronic DC OPAC T1 Long-Memory Processes : Probabilistic Properties and Statistical Methods / by Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik A1 Beran, Jan A1 Feng, Yuanhua A1 Ghosh, Sucharita A1 Kulik, Rafal A1 SpringerLink (Online service) YR 2013 FD 2013 SP XVII, 884 p. 89 illus., 60 illus. in color K1 Statistics K1 Probabilities K1 Statistics K1 Statistical Theory and Methods K1 Probability Theory and Stochastic Processes K1 Statistics for Business/Economics/Mathematical Finance/Insurance K1 Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences K1 Statistics for Life Sciences, Medicine, Health Sciences PB Springer Berlin Heidelberg : Imprint: Springer PP Berlin, Heidelberg SN 9783642355127 LA English (英語) CL DC23:519.5 NO 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 NO 書誌ID=1003003838; LK [E Book]http://dx.doi.org/10.1007/978-3-642-35512-7 OL 30