Long-memory processes: probabilistic properties and statistical methods
Auteur :
Beran, Jan / Feng, Yuanhua / Ghosh, Sucharita / Kulik, Rafal
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783642355110
Date de publication :
29 mai 2013
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
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.