Long Memory Processes Probabilistic Properties And Statistical Methods (Hb 2013)

BERAN

ISBN 10: 3642355110 / ISBN 13: 9783642355110

Edité par Springer, 2013

A propos de cet article

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N° de réf. du vendeur ABEOCT25-246254

Détails bibliographiques

• Titre: Long Memory Processes Probabilistic Properties And Statistical Methods (Hb 2013)
• Éditeur: Springer
• Date de parution: 2013
• Langue: anglais
• ISBN à 10 chiffres: 3642355110
• ISBN à 13 chiffres: 9783642355110
• Reliure: Couverture rigide
• État de l'article: Brand New

A propos de ce titre

Synopsis

This detailed review of long memory processes includes a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Includes proofs and data examples.

À propos de l?auteur

Jan Beran is a Professor of Statistics at the University of Konstanz (Department of Mathematics and Statistics). After completing his PhD in Mathematics at the ETH Zurich, he worked at several U.S. universities and the University of Zurich. He has a broad range of interests, from long-memory processes and asymptotic theory to applications in finance, biology and musicology.

Yuanhua Feng is a Professor of Econometrics at the University of Paderborn's Department of Economics. He previously worked at the Heriot-Watt University, UK, after completing his PhD and postdoctoral studies at the University of Konstanz. His research interests include financial econometrics, time series and semiparametric modeling.

Sucharita Ghosh (M.Stat. Indian Statistical Institute; PhD Univ. Toronto) is a statistician at the Swiss Federal Research Institute WSL. She has taught at the University of Toronto, UNC Chapel Hill, Cornell University, the University of Konstanz, University of York and the ETH Zurich. Her research interests include space-time processes, nonparametric curve estimation and empirical transforms.

Rafal Kulik is an Associate Professor at the University of Ottawa's Department of Mathematics and Statistics. He has previously taught at the University of Wroclaw, University of Ulm and University of Sydney. His research interests include limit theorems for weakly and strongly dependent random variables, time series analysis and heavy-tailed phenomena, with applications in finance.