Statistics for long-memory processes [electronic resource] / Jan Beran.

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, wit...

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Bibliographic Details

Online Access:	Full Text (via Taylor & Francis)
Main Author:	Beran, Jan, 1959-
Format:	Electronic eBook
Language:	English
Published:	New York : Chapman & Hall, ©1994.
Series:	Monographs on statistics and applied probability (Series) ; 61.
Subjects:	Mathematical statistics. Stochastic processes.