Long-memory processes : Probabilistic properties and statistical methods
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 probabi...
Sparad:
| Huvudupphovsmän: | , , , |
|---|---|
| Materialtyp: | Livre numérique |
| Språk: | Anglais |
| Publicerad: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Länkar: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmärkning: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Long-Memory Processes, probabilistic properties and statistical methods, Jan Beran, Yuanhua Feng, Sucharita Ghosh...[et al.], 2013, Berlin, Springer, 1 vol. (XVII-884 p.), 978-3-642-35511-0 |
Innehållsförteckning:
- 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