<p><P>Processes with long range correlations occur in a wide variety of fields ranging from physics and biology to economics and finance. This book, suitable for both graduate students and specialists, brings the reader up to date on this rapidly developing field. A distinguished group of experts ha
Processes with Long-Range Correlations: Theory and Applications
โ Scribed by R. J. Bhansali, P. S. Kokoszka (auth.), Prof. Govindan Rangarajan, Prof. Mingzhou Ding (eds.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 2003
- Tongue
- English
- Leaves
- 387
- Series
- Lecture Notes in Physics 621
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Subjects
Statistical Physics; Neurosciences; Neurobiology; Complexity; Economic Theory
๐ SIMILAR VOLUMES
<p><span>Processes with long range correlations occur in a wide variety of fields ranging from physics and biology to economics and finance. This book, suitable for both graduate students and specialists, brings the reader up to date on this rapidly developing field. A distinguished group of experts
<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
<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
<p>This bookpresents material on both the analysis of the classical concepts of correlation and on the development of their robust versions, as well as discussing the related concepts of correlation matrices, partial correlation, canonical correlation, rank correlations, with the corresponding robus