Statistics for Long-Memory Processes: 61 - Rilegato

Beran, Jan

Rilegato

ISBN 10: 0412049015 ISBN 13: 9780412049019

Casa editrice: Chapman and Hall/CRC, 1994

Riassunto

Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context.

Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.

Su questo libro

Contenuti

Preface
Introduction
Stationary Processes with Long Memory
Limit Theorems
Estimations of Long Memory-Heuristic Approaches
Estimations of Long Memory-MLE Time Domain
Estimations of Long Memory-MLE Frequency Domain
Robust Estimation of Long Memory
Estimation of Location and Scale, Forecasting
Regression
Goodness of Fit Tests and Related Topics
References
Author Index
Subject Index

Product Description

Book by Beran Jan

Dettagli dell?edizione

• Editore: Chapman and Hall/CRC
• Data di pubblicazione: 1994
• ISBN 10: 0412049015
• ISBN 13: 9780412049019
• Rilegatura: Copertina rigida
• Lingua: Inglese
• Numero edizione: 1
• Numero di pagine: 328
• Redattore: Cox D.R., Reid N., Keiding Niels, Louis Thomas A., Tong Howell, Isham Valerie