Theory and Applications of Long-Range Dependence
Editors: Doukhan, Paul, Oppenheim, George, Taqqu, Murad (Eds.)
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- Reviews
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"This book is a valuable and unique collection of material on LRD. It gathers together a large amount of material; the papers and their extensive references here give a broad and current summary of the research on the topic of long-range dependence." ---Journal of Statistical Physics
"Long-range dependence concerns time-series models for phenomena in which correlations decay like a power law, thus much more slowly than in ARMA models.... The present volume contains 28 surveys of the field, treating and merging both theory and applications, giving a global picture of the field. The papers are grouped into four parts: I. Probabilistic Aspects; II. Statistical Aspects; III. Applications to Telecommunications, Economics, Hydrology, and Turbulence; IV. Practical Methodologies."—QUARTERLY OF APPLIED MATHEMATICS
“The present volume contains 28 surveys of the field, treating and merging both theory and applications, giving a global picture of the field.”(QUARTERLY OF APPLIED MATHEMATICS)
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Bibliographic Information
- Bibliographic Information
-
- Book Title
- Theory and Applications of Long-Range Dependence
- Editors
-
- Paul Doukhan
- George Oppenheim
- Murad Taqqu
- Copyright
- 2003
- Publisher
- Birkhäuser Basel
- Copyright Holder
- Birkhäuser Boston
- Hardcover ISBN
- 978-0-8176-4168-9
- Edition Number
- 1
- Number of Pages
- XII, 720
- Topics
