Image of Stochastic Processes and Long Range Dependence
Bookmark Share

Text

Stochastic Processes and Long Range Dependence

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 absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results.

Availability

No copy data

Detail Information
Series Title
-
Call Number
-
Publisher
Cham : Springer.,
Collation
-
Language
English
ISBN/ISSN
-
Classification
NONE
Content Type
text
Media Type
computer
Carrier Type
online resource
Edition
-
Subject(s)
Mathematics and Statistics
Specific Detail Info
-
Statement of Responsibility
Other Information
Cataloger
Jemadi
Source
https://link.springer.com/content/pdf/10.1007/978-3-319-45575-4.pdf?pdf=button
Other version/related

No other version available

File Attachment
Comments
You must be logged in to post a comment