Titlebook: Long-Memory Processes; Probabilistic Proper Jan Beran,Yuanhua Feng,Rafal Kulik Book 2013 Springer-Verlag Berlin Heidelberg 2013 62Mxx, 62M0

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書目名稱Long-Memory Processes影響因子(影響力)




書目名稱Long-Memory Processes影響因子(影響力)學科排名




書目名稱Long-Memory Processes網(wǎng)絡公開度




書目名稱Long-Memory Processes網(wǎng)絡公開度學科排名




書目名稱Long-Memory Processes被引頻次




書目名稱Long-Memory Processes被引頻次學科排名




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書目名稱Long-Memory Processes年度引用學科排名




書目名稱Long-Memory Processes讀者反饋




書目名稱Long-Memory Processes讀者反饋學科排名

神圣不可

Origins and Generation of Long Memory,es. On the other hand, sometimes one prefers to be lead by subject specific considerations. Typical for the first approach is the definition of linear processes with long memory, or fractional ARIMA models. Subject specific models have been developed for instance in physics, finance and network engi

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Mathematical Concepts,description of univariate orthogonal polynomials in Sect.?., with particular emphasis on Hermite polynomials in Sect.?.. Under suitable conditions, a function . can be expanded into a series . with respect to an orthogonal basis consisting of Hermite polynomials ..(?) (.). Such expansions are used t

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使隔離

Statistical Inference for Nonlinear Processes,.3–2.4 and Sect.?. for limit theorems), ARCH(∞) processes (see Definition?2.1 and Sect.?.) and LARCH(∞) models (see?(.) and (.), and Sect.?.). Statistical inference for traffic models is not well developed yet (see Fa? et?al. in Queueing Syst. 54(2):121–140, ., Bernoulli 13(2):473–491, .; Hsieh et a

CLAIM

Statistical Inference for Nonstationary Processes,this is of particular interest because long-range dependence often generates sample paths that mimic certain features of nonstationarity. It is therefore often not easy to distinguish between stationary long-memory behaviour and nonstationary structures. For statistical inference, including estimati

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Spatial and Space-Time Processes,. Sometimes observations are obtained on a regular lattice (see, e.g. Whittle in Biometrika 49:305–314, .; Bartlett in Adv. Appl. Prob. 6(2):336–358, .; Besag in J. R. Stat. Soc., Ser. B 36(2):192–236, .; Cressie in Statistics for spatial data, .; Christakos in Random field models in Earth sciences,

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single

durch eine Analogie der Austauschvorg?nge erkl?rt werden kann. In Abbildung 4 ist in dimensionsloser Form der Geschwindigkeits–, Konzentrations- und Temperaturverlauf im Anfangsbereich aufgetragen. Auf der Abszisse ist aufgetragen das Verh?ltnis der Abst?nde zwischen 1e?punkt und dem Punkt halber M

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