Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering) - Image 1

£90.53

Springer Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering)

Name: Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering)
Brand: Springer
Price: 90.53 GBP
Availability: InStock

Applied Mathematics

Price History & Forecast

Last 4 days • 4 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 4 days • 1 price levels

Days at Price

Price Analysis

Most common price: £91 (4 days, 100.0%)

Price range: £91 - £91

Price levels: 1 different prices over 4 days

Description

This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the bookhas not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 3319455745
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 16 November 2016
Listed Since: 22 July 2016

Barcode

No barcode data available

Springer Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)

LARGE SAMPLE INFERENCE FOR LONG MEMORY PROCESSES

Statistics for Long-Memory Processes: 61 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Large Sample Inference For Long Memory Processes

Long-Range Dependence and Self-Similarity: 45 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 45)

Stationary Processes and Discrete Parameter Markov Processes: 293 (Graduate Texts in Mathematics, 293)

Stationary Stochastic Processes: Theory and Applications (Chapman & Hall/CRC Texts in Statistical Science)

Pseudo-Regularly Varying Functions and Generalized Renewal Processes: 91 (Probability Theory and Stochastic Modelling, 91)

Stochastic Processes: Harmonizable Theory: 12 (Series On Multivariate Analysis)

Dependence in Probability and Statistics: 187 (Lecture Notes in Statistics, 187)

Essentials of Stochastic Processes (Springer Texts in Statistics)

Markov Chains (Springer Series in Operations Research and Financial Engineering)

Essentials of Stochastic Processes (Springer Texts in Statistics)

Probability Theory and Stochastic Processes (Universitext)

Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach: 37 (Stochastic Modelling and Applied Probability, 37)

Stochastic Processes and Financial Mathematics: 1 (Mathematics Study Resources, 1)

The Methods of Distances in the Theory of Probability and Statistics

Springer Applied Stochastic Models and Control for Finance

Data-Driven Remaining Useful Life Prognosis Techniques: Stochastic Models, Methods and Applications (Springer Series in Reliability Engineering)

Springer Applied Stochastic Models and Control for Finance

Wiley Sequential Stochastic Optimization - Mathematics Textbook

Stochastic Differential Equations: 72 (Ergebnisse der Mathematik und ihrer Grenzgebiete. 2. Folge, 72)

Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

Markov Processes, Structure and Asymptotic Behavior: Structure and Asymptotic Behavior: 184 (Grundlehren der mathematischen Wissenschaften, 184)