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Long-Range Dependence and Self-Similarity

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In Stock (513)

£ 105.60

Description

Real-world time series rarely satisfy simple assumptions, often exhibiting long-range dependence. Ignoring this undermines accurate detection of trends and other important behavior. This text for graduate students and researchers in statistics and probability is also a reference for specialists in fields such as economics, finance, and hydrology.

Book Details
EAN:
9781107039469
Binding:
Hardback
Dimensions(mm):
187 x 262 x 46
Publication Date:
2017-04-18
Publication Country:
United Kingdom