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Probabilistic Properties and Statistical Methods
出版Springer Science & Business Media, 2013-05-14
主題Mathematics / Probability & Statistics / GeneralBusiness & Economics / StatisticsMedical / BiostatisticsMathematics / Probability & Statistics / Stochastic Processes
ISBN36423551299783642355127
URLhttp://books.google.com.hk/books?id=KUZBAAAAQBAJ&hl=&source=gbs_api
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註釋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.