Statistics for Long-Memory Processesby Jan Beran

Statistics for Long-Memory Processes.by

Statistics for Long-Memory Processes.by J. Beran

✍ Review by: W. D. Ray 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 312 KB

Long-Memory Processes || Origins and Gen

Long-Memory Processes || Origins and Generation of Long Memory

✍ Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 764 KB

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabi

Fitting long-memory models by generalize

Fitting long-memory models by generalized linear regression

✍ BERAN, JAN 📂 Article 📅 1993 🏛 Oxford University Press 🌐 English ⚖ 354 KB

Fitting Long-Memory Models by Generalize

Fitting Long-Memory Models by Generalized Linear Regression

✍ Jan Beran 📂 Article 📅 1993 🏛 Oxford University Press 🌐 English ⚖ 721 KB

Testing for a Change of the Long-Memory

Testing for a Change of the Long-Memory Parameter

✍ Jan Beran and Norma Terrin 📂 Article 📅 1996 🏛 Oxford University Press 🌐 English ⚖ 940 KB

Long-Memory Processes || Forecasting

✍ Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Kulik, Rafal 📂 Article 📅 2013 🏛 Springer Berlin Heidelberg 🌐 German ⚖ 363 KB

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabi