Theory and Applications of Long-Range Dependence

By Paul Doukhan

Time series research has been an area of considerable research activity over the past several decades. The essential ingredient --- the notion of time-dependence --- is required for measuring and then accurately predicting data to construct suitable models for diverse phenomena. This fairly self-contained volume, written by leading experts in their respective fields, especially focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. Graduate students, researchers, and professionals in industry will benefit from the book.

• Format: Hardcover
• Language: English
• ISBN: 0817641688
• ISBN13: 9780817641689
• Release Date: December 2002
• Publisher: Birkhauser
• Length: 720 Pages
• Weight: 3.25 lbs.
• Dimensions: 1.5" x 7.1" x 10.4"