Long-memory processes : probabilistic properties and statistical methods / Jan Beran [and others]

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabi...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Other Authors:	Beran, Jan
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, ©2013.
Subjects:	Time-series analysis. Time-series analysis > Mathematical models. Mathematical statistics.