Overview
This is the first book to cover the diverse statistical methods and applications for data with long-range dependence. Presenting material that has appeared only in journals, the author provides a concise and accessible overview of probabilistic foundations, statistical methods, and applications, with an emphasis on basic principles and practical applications, giving the reader an integrated perspective on theory and practice; explores data sets from a wide range of disciplines such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement, with all data sets conveniently compiled in the appendix, enabling the reader to view statistical approaches in a practical context; and supplies S-PLUS programs for the major methods discussed, allowing the practitioner to apply long-memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge needed to benefit from the balance of the book. Chapters are independent to allow selective reading. Combining essential methodologies with real-life applications, this outstanding volume will help statisticians and scientists to analyze data with long-range dependence accurately and efficiently.
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Details
- ISBN-13: 9780412049019
- ISBN-10: 0412049015
- Publisher: CRC Press
- Publish Date: October 1994
- Dimensions: 8.8 x 5.71 x 0.93 inches
- Shipping Weight: 1.16 pounds
- Page Count: 328
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