Long-Memory Processes Probabilistic Properties and Statistical Methods 【下载】

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Long Memory Processes: Probabilistic Properties and Statistical Methods


[size=12.800000190734863px]Jan Beran, [size=12.800000190734863px]Yuanhua Feng, [size=12.800000190734863px]Sucharita Ghosh, [size=12.800000190734863px]Rafal Kulik


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.

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关键词：Statistical Properties statistica statistic Processes technology important including enormous network

很新的东西，谢谢分享

well done! You've access to Springer?

Only some of them

bsy9142 发表于 2013-6-28 21:32
Only some of them

Could you get these two books to share with us?

http://link.springer.com/book/10.1007/978-3-642-14394-6/page/1

If you can't, then don't bother!

好东西,多谢了

好东西,多谢了

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有些缺钱