Articles liés à Theory and Applications of Long-Range Dependence
Synopsis
Time series research has been an area of considerable research activity over the past several decades. The essential ingredient --- the notion of time-dependence --- is required for measuring and then accurately predicting data to construct suitable models for diverse phenomena. This fairly self-contained volume, written by leading experts in their respective fields, especially focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. Graduate students, researchers, and professionals in industry will benefit from the book.
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Theory and Applications of Long-Range Dependence
Edité par
Birkhäuser, 2002
ISBN 10 : 0817641688
ISBN 13 : 9780817641689
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Etat : good. A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail. N° de réf. du vendeur OTV.0817641688.G
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Theory and Applications of Long-Range Dependence
Edité par
Birkhäuser Boston, 2002
ISBN 10 : 0817641688
ISBN 13 : 9780817641689
Ancien ou d'occasion
Couverture rigide
Vendeur : Better World Books, Mishawaka, IN, Etats-Unis
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Etat : Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. N° de réf. du vendeur 68226675-6
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Theory and Applications of Long-Range Dependence
Edité par
Birkhäuser, 2002
ISBN 10 : 0817641688
ISBN 13 : 9780817641689
Ancien ou d'occasion
Couverture rigide
Vendeur : YESIBOOKSTORE, MIAMI, FL, Etats-Unis
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hardcover. Etat : As New. This item is printed on demand. N° de réf. du vendeur 0817641688-VB
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Theory and Applications of Long-Range Dependence
Edité par
Birkhäuser, 2002
ISBN 10 : 0817641688
ISBN 13 : 9780817641689
Ancien ou d'occasion
Couverture rigide
Vendeur : killarneybooks, Inagh, CLARE, Irlande
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Hardcover. Etat : Good. Oversized & heavy hardcover, x + 719 pages. Stamped "withdrawn". A thick black marker line on upper page edges externally; a couple of blank stickers inside the front board; neatly removed title page. Else book shows little wear, interior is clean and bright with unmarked text, firmly bound. Issued without a dust jacket. -- Contents: Preface; Part A: Theory I. Probability -- Fractional Brownian Motion and Long-Range Dependence; Historical Comments Related to Fractional Brownian Motion; Models, Inequalities and Limit Theorems for Stationary Sequences; Limit Theorems Under Seasonal Long-Memory; CLTs for Polynomials of Linear Sequences: Diagram Formula with Illustrations; Non-CLTs: U-Statistics, Multinomial Formula and Approximations of Multiple Ito-Wiener Integrals; A Decomposition for Generalized U-Statistics of Long-Memory Linear Processes; Limit Theorems for Infinite Variance Sequences; Fractional Calculus and Its Connection to Fractional Brownian Motion; Stochastic Integration, Filtering with Respect to Fractional Brownian Motion; II. Statistics -- Parametric Estimation Under Long-Range Dependence; Semiparametric Spectral Estimation for Fractional Processes; Nonparametric Estimation for Long-Range Dependent Sequences; Estimation of Long Memory in Volatility; Detection and Estimation of Changes in Regime; Robust Estimators in Regression Models with Long Memory Errors; Prediction of Long-Memory Time Series; Part B: Applications III. Applications -- Long-Range Dependence and Data Network Traffic; Large Deviations of Queues with Long-Range Dependent Input; Long-Range Dependence Paradigm for Macroeconomics and Finance; Long-Range Dependence Effects and ARCH Modeling; Long-Range Dependence in Hydrology; Wavelet Based Estimation of Local Kolmogorov Turbulence; Limit Theorems for the Burgers Equation Initialized by Data with Long-Range Dependence; IV. Methodology -- Self-Similarity and Long-Range Dependence Through the Wavelet Lens; Semi-Parametric Estimation of the Long-Range Dependence Parameter: A Survey; Generators of Long-Range Dependent Processes: A Survey; Multifractal Processes -- The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. N° de réf. du vendeur 007214
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Theory and Applications of Long-Range Dependence
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Theory and Applications of Long-Range Dependence
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Theory and Applications of Long-Range Dependence
Edité par
Birkhäuser Boston, 2002
ISBN 10 : 0817641688
ISBN 13 : 9780817641689
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialis. N° de réf. du vendeur 5975689
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Theory and Applications of Long-Range Dependence
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Theory and Applications of Long-Range Dependence
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Etat : New. 2002. Hardcover. . . . . . N° de réf. du vendeur V9780817641689
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Theory and Applications of Long-Range Dependence
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