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Birkhäuser

Theory and Applications of Long-Range Dependence

  • Textbook
  • © 2003

Overview

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Keywords

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

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)

Editors and Affiliations

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

    Paul Doukhan

Bibliographic Information

  • Book Title: Theory and Applications of Long-Range Dependence

  • Editors: Paul Doukhan, George Oppenheim, Murad S. Taqqu

  • Publisher: Birkhäuser Boston, MA

  • Copyright Information: Birkhäuser Boston 2003

  • Hardcover ISBN: 978-0-8176-4168-9Published: 13 December 2002

  • Edition Number: 1

  • Number of Pages: XII, 720

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