Long-Range Dependence and Self-Similarity

Auteur: Pipiras, Vladas (University of North Carolina, Chapel Hill)
Editeur: Cambridge University Press
Real-world time series rarely satisfy simple assumptions, often exhibiting long-range dependence. Ignoring this undermines accurate detection of trends and other important behavior. This text for graduate students and researchers in statistics and probability is also a reference for specialists in fields such as economics, finance, and hydrology.

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Real-world time series rarely satisfy simple assumptions, often exhibiting long-range dependence. Ignoring this undermines accurate detection of trends and other important behavior. This text for graduate students and researchers in statistics and probability is also a reference for specialists in fields such as economics, finance, and hydrology.
ISBN / EAN 9781107039469
Auteur Pipiras, Vladas (University of North Carolina, Chapel Hill)
Editeur Cambridge University Press