Processes with Long-Range Correlations: Theory and Applications
Language: English
Published by Springer, 2014
- Softcover
- New
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Softcover
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- Title
- Processes with Long-Range Correlations: Theory and Applications
- Publisher
- Springer
- Publication year
- 2014
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3662143844
- ISBN 13
- 9783662143841
Theory.- Prediction of Long-Memory Time Series: A Tutorial Review.- Fractional Brownian Motion and Fractional Gaussian Noise.- Scaling and Wavelets: An Introductory Walk.- Wavelet Estimation for the Hurst Parameter in Stable Processes.- From Stationarity to Self-similarity, and Back: Variations on the Lamperti Transformation.- Fractal Sums of Pulses and a Practical Challenge to the Distinction Between Local and Global Dependence.- Applications.- Supra-diffusion.- Fractional diffusion Processes: Probability Distributions and Continuous Time Random Walk.- First Passage Distributions for Long Memory Processes.- Non-Gaussian Statistics and Anomalous diffusion in Porous Media.- Directed Transport in AC-Driven Hamiltonian Systems.- Patterns and Correlations in Economic Phenomena Uncovered Using Concepts of Statistical Physics.- Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity.- Interaction Models for Common Long-Range Dependence in Asset Prices Volatility.- Long Memory and Economic Growth in the World Economy Since the 19th Century.- Correlations and Memory in Neurodynamical Systems.- Long Range Dependence in Human Sensorimotor Coordination.- Scaling and Criticality in Large-Scale Neuronal Activity.- Long-Range Dependence in Heartbeat Dynamics.- Multifractals: From Modeling to Control of Broadband Network Traffic.
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Ria Christie Collections
Uxbridge, United Kingdom
5-star seller
AbeBooks seller since March 25, 2015
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