Processes with Long-Range Correlations - Couverture souple

Couverture souple

ISBN 10 : 3662143844 ISBN 13 : 9783662143841

Editeur : Springer, 2014

Synopsis

Theory.- Prediction of Long-Memory Time Series: A Tutorial Review.- Fractional Brownian Motion and Fractional Gaussian Noise.- Scaling and Wavelets: An Introductory Walk.- Wavelet Estimation for the Hurst Parameter in Stable Processes.- From Stationarity to Self-similarity, and Back: Variations on the Lamperti Transformation.- Fractal Sums of Pulses and a Practical Challenge to the Distinction Between Local and Global Dependence.- Applications.- Supra-diffusion.- Fractional diffusion Processes: Probability Distributions and Continuous Time Random Walk.- First Passage Distributions for Long Memory Processes.- Non-Gaussian Statistics and Anomalous diffusion in Porous Media.- Directed Transport in AC-Driven Hamiltonian Systems.- Patterns and Correlations in Economic Phenomena Uncovered Using Concepts of Statistical Physics.- Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.- Interaction Models for Common Long-Range Dependence in Asset Prices Volatility.- Long Memory and Economic Growth in the World Economy Since the 19th Century.- Correlations and Memory in Neurodynamical Systems.- Long Range Dependence in Human Sensorimotor Coordination.- Scaling and Criticality in Large-Scale Neuronal Activity.- Long-Range Dependence in Heartbeat Dynamics.- Multifractals: From Modeling to Control of Broadband Network Traffic.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2014
• Langue: anglais
• ISBN 10: 3662143844
• ISBN 13: 9783662143841
• Reliure: Broché
• Nombre de pages: 416
• Éditeur: Rangarajan Govindan, Ding Mingzhou
• Coordonnées du fabricant: KINESIS; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; 22391; Allemagne