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Theory and Applications of Long-range Dependence

Paul DoukhanGeorges OppenheimMurad S. Taqqu

出版	Birkhäuser, 2003
主題	Mathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Time SeriesScience / Chemistry / General
ISBN	37643416889783764341688
URL	http://books.google.com.hk/books?id=aBXvAAAAMAAJ&hl=&source=gbs_api

註釋

Long-range dependence is an important topic in the rapidly developing area of data analysis. This unique collection presents self-contained chapters written by specialists that present a comprehensive overview of the subject from the probabilistic and statistical perspective. A special section is devoted solely to mathematical techniques, and diagrams and illustrations enhance the presentation. The book discusses a number of applications from various areas including simulation and estimation, wavelets and computer networks, and econometrics and finance. Copyright © Libri GmbH. All rights reserved.