Theory and Applications of Long-Range Dependence

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 ... Read More

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. Read Less

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2002, Birkhauser, Boston, MA ISBN-13: 9780817641689 2003 edition Hardcover See All from $25.45