000 03121nam a22003975i 4500
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008 150903s2013 gw | o |||| 0|eng d
020 _a9783642355127
_99783642355127
024 7 _a10.1007/9783642355127
_2doi
035 _avtls000360764
039 9 _a201509030629
_bVLOAD
_c201405070304
_dVLOAD
_y201402201439
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aQA276-280
100 1 _aBeran, Jan.
_eautor
_9346777
245 1 0 _aLong-Memory Processes :
_bProbabilistic Properties and Statistical Methods /
_cby Jan Beran, Yuanhua Feng, Sucharita Ghosh, Rafal Kulik.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2013.
300 _axvii, 884 páginas 89 ilustraciones, 60 ilustraciones en color.
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aDefinition 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 _aLong-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.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aFeng, Yuanhua.
_eautor
_9346778
700 1 _aGhosh, Sucharita.
_eautor
_9309557
700 1 _aKulik, Rafal.
_eautor
_9346779
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783642355110
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-642-35512-7
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c307238
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