Long range dependence
β Gennady Samorodnitsky
π Library
π
2007
π Now Publishers Inc
π English
β¦ LIBER β¦
π
Long-Range Dependence and Self-Similarity
β Scribed by Vladas Pipiras; Murad S. Taqqu
- Publisher
- Cambridge University Press
- Year
- 2017
- Tongue
- English
- Leaves
- 693
- Series
- Cambridge series in statistical and probabilistic mathematics 45
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
This modern and comprehensive guide to long-range dependence and self-similarity starts with rigorous coverage of the basics, then moves on to cover more specialized, up-to-date topics central to current research. These topics concern, but are not limited to, physical models that give rise to long-range dependence and self-similarity; central and non-central limit theorems for long-range dependent series, and the limiting Hermite processes; fractional Brownian motion and its stochastic calculus; several celebrated decompositions of fractional Brownian motion; multidimensional models for long-range dependence and self-similarity; and maximum likelihood estimation methods for long-range dependent time series. Designed for graduate students and researchers, each chapter of the book is supplemented by numerous exercises, some designed to test the reader's understanding, while others invite the reader to consider some of the open research problems in the field today.
π SIMILAR VOLUMES
Stochastic Processes and Long Range Depe
β Gennady Samorodnitsky
π Library
π
2016
π Springer
π English
<p>This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or a
Stochastic Processes and Long Range Depe
β Gennady Samorodnitsky (auth.)
π Library
π
2016
π Springer International Publishing
π English
<p><p>This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence o
Long-Range Dependence and Sea Level Fore
β Ali Ercan, M. Levent Kavvas, Rovshan K. Abbasov (auth.)
π Library
π
2013
π Springer International Publishing
π English
<p><p>βThis study shows that the Caspian Sea level time series possess long range dependence even after removing linear trends, based on analyses of the Hurst statistic, the sample autocorrelation functions, and the periodogram of the series. Forecasting performance of ARMA, ARIMA, ARFIMA and Trend
Similarity, Self-Similarity and Intermed
β G.I. Barenblatt
π Library
π
1979
π Consultants Bureau
π English
Bang Hong Kong
β Roosh P
π Library
π
2019
π English
The latest in the 'Bang' series. The definitive guide to Hong Kong for the 21st century jet-set bachelor. It includes...An extensive introduction to the SAR, including important sections on business, culture, and the area's recent history. Valuable game specific information from business cards to bl