Long-Memory Processes Probabilistic Properties and Statistical Methods /

• Main Authors: Beran, Jan. (Author), Feng, Yuanhua. (Author), Ghosh, Sucharita. (Author), Kulik, Rafal. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Subjects: Statistics.; Distribution (Probability theory).; Mathematical statistics.; Economics > Statistics.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Statistics for Life Sciences, Medicine, Health Sciences.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-35512-7

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...

Table of Contents:

• Definition of Long Memory
• Origins and Generation of Long Memory
• Mathematical Concepts
• Limit Theorems
• Statistical Inference for Stationary Processes
• Statistical Inference for Nonlinear Processes
• Statistical Inference for Nonstationary Processes
• Forecasting
• Spatial and Space-Time Processes
• Resampling
• Function Spaces
• Regularly Varying Functions
• Vague Convergence
• Some Useful Integrals
• Notation and Abbreviations.