Theory and Applications of Long-Range Dependence

Doukhan, Paul; Oppenheim, George; Taqqu, Murad S.

Time series research has been an area of considerable research activity over the past several decades. The essential ingredient --- the notion of time-dependence --- is required for measuring and then accurately predicting data to construct suitable models for diverse phenomena. This fairly self-contained volume, written by leading experts in their respective fields, especially focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. Graduate students, researchers, and professionals in industry will benefit from the book.

Details

Published by: Birkhäuser

Publication Date: 2002-12-13

Format: Hardcover

ISBN-13: 9780817641689

DOI:

Dimensions: 254cm x178cm

Pages: 720