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language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, April of 2017 ‧
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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.

Long-Range Dependence And Self-Similarity

by Murad S. (Boston University) Taqqu e Vladas (University Of North Carolina, Chapel Hill) Pipiras

Property Description
ISBN: 9781107039469
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: April of 2017
Language: English
Cover: Hardcover
Pages: 688
Format: Book
Collection: Cambridge Series In Statistical And Probabilistic Mathematics
Categories: Books in English > Science > Mathematics
Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9781107039469