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003 - CONTROL NUMBER IDENTIFIER |
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005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20140310151459.0 |
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9783642355127 |
|
978-3-642-35512-7 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
QA276-280 |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519.5 |
Edition number |
23 |
264 #1 - |
-- |
Berlin, Heidelberg : |
-- |
Springer Berlin Heidelberg : |
-- |
Imprint: Springer, |
-- |
2013. |
912 ## - |
-- |
ZDB-2-SMA |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Beran, Jan. |
Relator term |
author. |
245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
Title |
Long-Memory Processes |
Medium |
[electronic resource] : |
Remainder of title |
Probabilistic Properties and Statistical Methods / |
Statement of responsibility, etc |
by Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XVII, 884 p. 89 illus., 60 illus. in color. |
Other physical details |
online resource. |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Definition of Long Memory -- Origins and Generation of Long Memory -- Mathematical Concepts -- Limit Theorems -- Statistical Inference for Stationary Processes -- Statistical Inference for Nonlinear Processes -- Statistical Inference for Nonstationary Processes -- Forecasting -- Spatial and Space-Time Processes -- Resampling -- Function Spaces -- Regularly Varying Functions -- Vague Convergence -- Some Useful Integrals -- Notation and Abbreviations. |
520 ## - SUMMARY, ETC. |
Summary, etc |
Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name as entry element |
Statistics. |
|
Topical term or geographic name as entry element |
Distribution (Probability theory). |
|
Topical term or geographic name as entry element |
Mathematical statistics. |
|
Topical term or geographic name as entry element |
Economics |
General subdivision |
Statistics. |
|
Topical term or geographic name as entry element |
Statistics. |
|
Topical term or geographic name as entry element |
Statistical Theory and Methods. |
|
Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
|
Topical term or geographic name as entry element |
Statistics for Business/Economics/Mathematical Finance/Insurance. |
|
Topical term or geographic name as entry element |
Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. |
|
Topical term or geographic name as entry element |
Statistics for Life Sciences, Medicine, Health Sciences. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Feng, Yuanhua. |
Relator term |
author. |
|
Personal name |
Ghosh, Sucharita. |
Relator term |
author. |
|
Personal name |
Kulik, Rafal. |
Relator term |
author. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Display text |
Printed edition: |
International Standard Book Number |
9783642355110 |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-3-642-35512-7 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
|
Item type |
E-Book |