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Theory and Applications of Long-Range Dependence

Editors: Doukhan, Paul, Oppenheim, George, Taqqu, Murad (Eds.)

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Hardcover $119.99
price for USA in USD
  • ISBN 978-0-8176-4168-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Reviews

"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)


Buy this book

Hardcover $119.99
price for USA in USD
  • ISBN 978-0-8176-4168-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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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