Theory and Applications of Long-range Dependence

Download or read book Theory and Applications of Long-range Dependence written by Paul Doukhan and published by Birkhauser. This book was released on 2003 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long-range dependence is an important topic in the rapidly developing area of data analysis. This unique collection presents self-contained chapters written by specialists that present a comprehensive overview of the subject from the probabilistic and statistical perspective. A special section is devoted solely to mathematical techniques, and diagrams and illustrations enhance the presentation. The book discusses a number of applications from various areas including simulation and estimation, wavelets and computer networks, and econometrics and finance. Copyright © Libri GmbH. All rights reserved.