Theory and Applications of Long-Range Dependence

• CON_D036
• data analysis
• finance and communications
• ksa
• probability
• statistics

"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)

• CREST L-S Timbre J340, Paris CX 14, France

  Paul Doukhan

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