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Statistics for long-memory processes

By: Beran, Jan.
Material type: materialTypeLabelBookSeries: Monograhs on statistics and applied probability 61. Publisher: London Chapman & Hall/CRC Press 1998Description: 315 p.ISBN: 0412049015.Subject(s): Mathematical statistics | Stochastic processesDDC classification: 519.1 Summary: Statistical Methods for Long Term Memory Processes is covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that has appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasize basic principles and practical applications and provides the reader with an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows the reader to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed.
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Statistical Methods for Long Term Memory Processes is covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that has appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasize basic principles and practical applications and provides the reader with an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows the reader to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed.

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