Theory and Applications of Long-range Dependence
Download or Read eBook Theory and Applications of Long-range Dependence PDF written by Paul Doukhan and published by Birkhauser. This book was released on 2003 with total page 744 pages. Available in PDF, EPUB and Kindle.
| Author | : Paul Doukhan |
| Publisher | : Birkhauser |
| Total Pages | : 744 |
| Release | : 2003 |
| ISBN-10 | : UCSD:31822032052870 |
| ISBN-13 | : |
| Rating | : 4/5 (70 Downloads) |
Book Synopsis Theory and Applications of Long-range Dependence by : Paul Doukhan
Book excerpt: Long-range dependence is an important topic in the rapidly developing area of data analysis. This unique collection presents self-contained chapters written by specialists that present a comprehensive overview of the subject from the probabilistic and statistical perspective. A special section is devoted solely to mathematical techniques, and diagrams and illustrations enhance the presentation. The book discusses a number of applications from various areas including simulation and estimation, wavelets and computer networks, and econometrics and finance. Copyright © Libri GmbH. All rights reserved.
