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 phenomena. Graduate students, researchers, and professionals in industry will benefit from the book.

Author: Paul Doukhan
Publisher: Birkhauser
Published: 12/13/2002
Pages: 720
Binding Type: Hardcover
Weight: 3.22lbs
Size: 10.38h x 7.12w x 1.52d
ISBN: 9780817641689

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