DMCA. Copyrighted Work that you can Claim.
Base have 820 524 books.
Search: 


📙 Statistics for Long-Memory Processes by Beran J. — download pdf


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.

About book:

About file:

  • DPI: 600
  • File size: 2 861 267
  • Format: djvu


Security code:
Download button

Similar books results


Long-Memory Processes: Probabilistic Properties and Statistical Methods
Long-Memory Processes: Probabilistic Properties and Statistical Methods free epub by Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik (auth.)

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 progre...

Statistics for Chemical and Process Engineers - A modern approach
Statistics for Chemical and Process Engineers - A modern approach free pdf by Yuri A.W. Shardt

A coherent, concise and comprehensive course in the statistics needed for a modern career in chemical engineering; covers all of the concepts required for the American Fundamentals of Engineering examination. This book shows the reader how to develop a...

Statistics for Long-Memory Processes (Monographs on Statistics & Applied Probability 61)

Long-memory time series: Theory and methods
Long-memory time series: Theory and methods epub download by Wilfredo Palma

A self-contained, contemporary treatment of the analysis of long-range dependent data Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the app...

Long-Memory Time Series: Theory and Methods
Long-Memory Time Series: Theory and Methods free download by Wilfredo Palma

During the last decades long-memory processes have evolved as a vital and important part of time series analysis. This book attempts to give an overview of the theory and methods developed to deal with long-range dependent data as well as describe some ap...

Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control free download by George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel

A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintain...

Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)
Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics) free pdf by Masanobu Taniguchi, Yoshihide Kakizawa

The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, inclu...

Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)
Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics) pdf free by Masanobu Taniguchi, Yoshihide Kakizawa

The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, inclu...

Stochastic calculus for fractional Brownian motion and related processes
Stochastic calculus for fractional Brownian motion and related processes download pdf by Yuliya S. Mishura (auth.)

The theory of fractional Brownian motion and other long-memory processes are addressed in this volume. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of...