Long Range Dependence
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Long Range Dependence is a wide ranging survey of the ideas, models and techniques associated with the notion of long memory. It begins with a historical survey going back to W. Hurst and the Nile river data, and goes on to discuss the various traditional and new points of view on long range dependence. These include connections with non-stationary processes, with ergodic theory, with self-similar processes and with fractionally differenced processes...
Format:Paperback
Language:English
ISBN:1601980906
ISBN13:9781601980908
Release Date:December 2007
Publisher:Now Publishers
Length:112 Pages
Weight:0.37 lbs.
Dimensions:0.2" x 6.1" x 9.2"
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