Long Memory Processes

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Long-Memory Processes
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Pages: 892
Authors: Jan Beran
Categories: Mathematics
Type: BOOK - Published: 2013-05-14 - Publisher: Springer Science & Business Media

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Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications,
Statistics for Long-Memory Processes
Language: en
Pages: 336
Authors: Jan Beran
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Type: BOOK - Published: 1994-10-01 - Publisher: CRC Press

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Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting mater
Time Series Analysis with Long Memory in View
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Authors: Uwe Hassler
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Type: BOOK - Published: 2018-10-30 - Publisher: John Wiley & Sons

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Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are
Stochastic Processes and Long Range Dependence
Language: en
Pages: 419
Authors: Gennady Samorodnitsky
Categories: Mathematics
Type: BOOK - Published: 2016-11-09 - Publisher: Springer

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This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory
Time Series with Long Memory
Language: en
Pages: 396
Authors: Peter M. Robinson
Categories: Business & Economics
Type: BOOK - Published: 2003 - Publisher: Advanced Texts in Econometrics

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Long memory time series are characterized by a strong dependence between distant events.