Long-Range Dependence and Self-Similarity |
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| Author:
| Pipiras, Vladas
Taqqu, Murad S. |
| Series title: | Cambridge Series in Statistical and Probabilistic Mathematics Ser. |
| ISBN: | 978-1-139-60034-7 |
| Publication Date: | May 2017 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital download and online |
| List Price: | AUD $270.00 |
Book Description:
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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.
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.