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Long-Memory Processes

Probabilistic Properties and Statistical Methods

Jan Beran; Yuanhua Feng; Sucharita Ghosh; Rafal Kulik

978-3-642-35512-7

2013
Edition 1
- Provides a comprehensive, in-depth and up-to-date review of available results in probability and statistical inference for long-memory and related processes
- Thoroughly addresses both theory and practice
- Proofs of the main theorems are provided and data examples are used to illustrate practical aspects
- Includes detailed discussions of a large variety of statistical and probabilistic techniques?
- Includes supplementary material: sn.pub/extras
€419 €377
10% OFF

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