Long-range dependence and self-similarity
Auteur :
Pipiras, Vladas / Taqqu, Murad S.
Éditeur :
Cambridge University Press
ISBN :
9781107039469
Date de publication :
18 avr. 2017
Dimensions :
26,0 x 18,2 x 4,4 cm
Poids :
1420 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Real-world time series rarely satisfy simple assumptions, often exhibiting long-range dependence. Ignoring this undermines accurate detection of trends and other important behavior. This text for graduate students and researchers in statistics and probability is also a reference for specialists in fields such as economics, finance, and hydrology.