Andere Kunden interessierten sich auch für
![Long-Range Dependence and Self-Similarity]( "Long-Range Dependence and Self-Similarity")
Long-Range Dependence and Self-Similarity82,99 €![Empirical Process Techniques for Dependent Data]( "Empirical Process Techniques for Dependent Data")
Empirical Process Techniques for Dependent Data168,99 €![Stochastic Processes and Long Range Dependence]( "Stochastic Processes and Long Range Dependence")
Stochastic Processes and Long Range Dependence88,99 €![Long-Range Dependence of Markov Chains]( "Long-Range Dependence of Markov Chains")
Long-Range Dependence of Markov Chains32,99 €![Point Process Theory and Applications]( "Point Process Theory and Applications")
Point Process Theory and Applications95,99 €![The Laplace Distribution and Generalizations]( "The Laplace Distribution and Generalizations")
The Laplace Distribution and Generalizations127,99 €![Lagrangian Probability Distributions]( "Lagrangian Probability Distributions")
Lagrangian Probability Distributions57,50 €
Time series research has been an area of considerable research activity over the past several decades. The essential ingredient --- the notion of time-dependence --- is required for measuring and then accurately predicting data to construct suitable models for diverse phenomena. This fairly self-contained volume, written by leading experts in their respective fields, especially focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. Graduate students, researchers, and professionals in industry will benefit from the book.
"This book is a valuable and unique collection of material on LRD. It gathers together a large amount of material; the papers and their extensive references here give a broad and current summary of the research on the topic of long-range dependence." ---Journal of Statistical Physics
"Long-range dependence concerns time-series models for phenomena in which correlations decay like a power law, thus much more slowly than in ARMA models.... The present volume contains 28 surveys of the field, treating and merging both theory and applications, giving a global picture of the field. The papers are grouped into four parts: I. Probabilistic Aspects; II. Statistical Aspects; III. Applications to Telecommunications, Economics, Hydrology, and Turbulence; IV. Practical Methodologies."-QUARTERLY OF APPLIED MATHEMATICS
"The present volume contains 28 surveys of the field, treating and merging both theory and applications, giving a global picture of the field."(QUARTERLY OF APPLIED MATHEMATICS)
"Long-range dependence concerns time-series models for phenomena in which correlations decay like a power law, thus much more slowly than in ARMA models.... The present volume contains 28 surveys of the field, treating and merging both theory and applications, giving a global picture of the field. The papers are grouped into four parts: I. Probabilistic Aspects; II. Statistical Aspects; III. Applications to Telecommunications, Economics, Hydrology, and Turbulence; IV. Practical Methodologies."-QUARTERLY OF APPLIED MATHEMATICS
"The present volume contains 28 surveys of the field, treating and merging both theory and applications, giving a global picture of the field."(QUARTERLY OF APPLIED MATHEMATICS)