Long memory time series are characterized by a strong dependence between distant events.

Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications,

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS stat

Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting mater