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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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發(fā)表于 2025-3-21 18:37:46 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Long-Memory Processes
副標(biāo)題Probabilistic Proper
編輯Jan Beran,Yuanhua Feng,Rafal Kulik
視頻videohttp://file.papertrans.cn/589/588543/588543.mp4
概述Provides a comprehensive, in-depth and up-to-date review of available results in probability and statistical inference for long-memory and related processes.Thoroughly addresses both theory and practi
圖書封面Titlebook: Long-Memory Processes; Probabilistic Proper Jan Beran,Yuanhua Feng,Rafal Kulik Book 2013 Springer-Verlag Berlin Heidelberg 2013 62Mxx, 62M0
描述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 probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.
出版日期Book 2013
關(guān)鍵詞62Mxx, 62M09, 62M10, 60G18, 60G22, 60G52, 60G60, 91B84; asymptotic theory; fractal processes; long-memo
版次1
doihttps://doi.org/10.1007/978-3-642-35512-7
isbn_softcover978-3-662-51235-7
isbn_ebook978-3-642-35512-7
copyrightSpringer-Verlag Berlin Heidelberg 2013
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發(fā)表于 2025-3-21 20:14:28 | 只看該作者
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
板凳
發(fā)表于 2025-3-22 01:33:07 | 只看該作者
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
地板
發(fā)表于 2025-3-22 07:31:23 | 只看該作者
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發(fā)表于 2025-3-22 08:43:50 | 只看該作者
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
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發(fā)表于 2025-3-22 14:55:32 | 只看該作者
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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發(fā)表于 2025-3-22 18:30:07 | 只看該作者
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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發(fā)表于 2025-3-22 22:04:05 | 只看該作者
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發(fā)表于 2025-3-23 04:40:22 | 只看該作者
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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發(fā)表于 2025-3-23 06:31:15 | 只看該作者
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