Long Memory Processes

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Statistics for Long-Memory Processes

Author : Jan Beran
Publisher : CRC Press
ISBN 13 : 9780412049019
Total Pages : 336 pages
Book Rating : 4.0/5 (49 download)

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Book Synopsis Statistics for Long-Memory Processes by : Jan Beran

Download or read book Statistics for Long-Memory Processes written by Jan Beran and published by CRC Press. This book was released on 1994-10-01 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.

Long-Memory Processes

Author : Jan Beran
Publisher : Springer Science & Business Media
ISBN 13 : 3642355129
Total Pages : 884 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Long-Memory Processes by : Jan Beran

Download or read book Long-Memory Processes written by Jan Beran and published by Springer Science & Business Media. This book was released on 2013-05-14 with total page 884 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long-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.

Time Series with Long Memory

Author : Peter M. Robinson
Publisher : Advanced Texts in Econometrics
ISBN 13 : 9780199257300
Total Pages : 396 pages
Book Rating : 4.2/5 (573 download)

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Book Synopsis Time Series with Long Memory by : Peter M. Robinson

Download or read book Time Series with Long Memory written by Peter M. Robinson and published by Advanced Texts in Econometrics. This book was released on 2003 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long memory time series are characterized by a strong dependence between distant events.

Stochastic Processes and Long Range Dependence

Author : Gennady Samorodnitsky
Publisher : Springer
ISBN 13 : 3319455753
Total Pages : 415 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Stochastic Processes and Long Range Dependence by : Gennady Samorodnitsky

Download or read book Stochastic Processes and Long Range Dependence written by Gennady Samorodnitsky and published by Springer. This book was released on 2016-11-09 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the book has not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.

Heavy-Tailed Time Series

Author : Rafal Kulik
Publisher : Springer Nature
ISBN 13 : 1071607375
Total Pages : 677 pages
Book Rating : 4.0/5 (716 download)

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Book Synopsis Heavy-Tailed Time Series by : Rafal Kulik

Download or read book Heavy-Tailed Time Series written by Rafal Kulik and published by Springer Nature. This book was released on 2020-07-01 with total page 677 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.

Large Sample Inference For Long Memory Processes

Author : Donatas Surgailis
Publisher : World Scientific Publishing Company
ISBN 13 : 1911299387
Total Pages : 596 pages
Book Rating : 4.9/5 (112 download)

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Book Synopsis Large Sample Inference For Long Memory Processes by : Donatas Surgailis

Download or read book Large Sample Inference For Long Memory Processes written by Donatas Surgailis and published by World Scientific Publishing Company. This book was released on 2012-04-27 with total page 596 pages. Available in PDF, EPUB and Kindle. Book excerpt: Box and Jenkins (1970) made the idea of obtaining a stationary time series by differencing the given, possibly nonstationary, time series popular. Numerous time series in economics are found to have this property. Subsequently, Granger and Joyeux (1980) and Hosking (1981) found examples of time series whose fractional difference becomes a short memory process, in particular, a white noise, while the initial series has unbounded spectral density at the origin, i.e. exhibits long memory.Further examples of data following long memory were found in hydrology and in network traffic data while in finance the phenomenon of strong dependence was established by dramatic empirical success of long memory processes in modeling the volatility of the asset prices and power transforms of stock market returns.At present there is a need for a text from where an interested reader can methodically learn about some basic asymptotic theory and techniques found useful in the analysis of statistical inference procedures for long memory processes. This text makes an attempt in this direction. The authors provide in a concise style a text at the graduate level summarizing theoretical developments both for short and long memory processes and their applications to statistics. The book also contains some real data applications and mentions some unsolved inference problems for interested researchers in the field./a

The Memory Process

Author : Suzanne Nalbantian
Publisher : Memory Process
ISBN 13 :
Total Pages : 458 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis The Memory Process by : Suzanne Nalbantian

Download or read book The Memory Process written by Suzanne Nalbantian and published by Memory Process. This book was released on 2011 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Memory Process offers a groundbreaking, interdisciplinary approach to the understanding of human memory, with contributions from both neuroscientists and humanists. The first book to link the neuroscientific study of memory to the investigation of memory in the humanities, it connects the latest findings in memory research with insights from philosophy, literature, theater, art, music, and film. Chapters from the scientific perspective discuss both fundamental concepts and ongoing debates from genetic and epigenetic approaches, functional neuroimaging, connectionist modeling, dream analysis, and neurocognitive studies. The humanist analyses offer insights about memory from outside the laboratory: a taxonomy of memory gleaned from modernist authors including Virginia Woolf, James Joyce, and William Faulkner; the organization of memory, seen in drama ranging from Hamlet to The Glass Menagerie; procedural memory and emotional memory in responses to visual art; music's dependence on the listener's recall; and the vivid renderings of memory and forgetting in such films as Memento and Eternal Sunshine of the Spotless Mind. The chapters from the philosophical perspective serve as the bridge between science and the arts. The volume's sweeping introduction offers an integrative merging of neuroscientific and humanistic findings.

Discovering the Brain

Author : National Academy of Sciences
Publisher : National Academies Press
ISBN 13 : 0309045290
Total Pages : 195 pages
Book Rating : 4.3/5 (9 download)

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Book Synopsis Discovering the Brain by : National Academy of Sciences

Download or read book Discovering the Brain written by National Academy of Sciences and published by National Academies Press. This book was released on 1992-01-01 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: The brain ... There is no other part of the human anatomy that is so intriguing. How does it develop and function and why does it sometimes, tragically, degenerate? The answers are complex. In Discovering the Brain, science writer Sandra Ackerman cuts through the complexity to bring this vital topic to the public. The 1990s were declared the "Decade of the Brain" by former President Bush, and the neuroscience community responded with a host of new investigations and conferences. Discovering the Brain is based on the Institute of Medicine conference, Decade of the Brain: Frontiers in Neuroscience and Brain Research. Discovering the Brain is a "field guide" to the brainâ€"an easy-to-read discussion of the brain's physical structure and where functions such as language and music appreciation lie. Ackerman examines: How electrical and chemical signals are conveyed in the brain. The mechanisms by which we see, hear, think, and pay attentionâ€"and how a "gut feeling" actually originates in the brain. Learning and memory retention, including parallels to computer memory and what they might tell us about our own mental capacity. Development of the brain throughout the life span, with a look at the aging brain. Ackerman provides an enlightening chapter on the connection between the brain's physical condition and various mental disorders and notes what progress can realistically be made toward the prevention and treatment of stroke and other ailments. Finally, she explores the potential for major advances during the "Decade of the Brain," with a look at medical imaging techniquesâ€"what various technologies can and cannot tell usâ€"and how the public and private sectors can contribute to continued advances in neuroscience. This highly readable volume will provide the public and policymakersâ€"and many scientists as wellâ€"with a helpful guide to understanding the many discoveries that are sure to be announced throughout the "Decade of the Brain."

Selfsimilar Processes

Author : Paul Embrechts
Publisher : Princeton University Press
ISBN 13 : 1400825105
Total Pages : 128 pages
Book Rating : 4.4/5 (8 download)

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Book Synopsis Selfsimilar Processes by : Paul Embrechts

Download or read book Selfsimilar Processes written by Paul Embrechts and published by Princeton University Press. This book was released on 2009-01-10 with total page 128 pages. Available in PDF, EPUB and Kindle. Book excerpt: The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful. Selfsimilarity translates into the equality in distribution between the process under a linear time change and the same process properly scaled in space, a simple scaling property that yields a remarkably rich theory with far-flung applications. After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Concepts, definitions and basic properties are emphasized, giving the reader a road map of the realm of selfsimilarity that allows for further exploration. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes. Numerous references point the reader to current applications. Though the text uses the mathematical language of the theory of stochastic processes, researchers and end-users from such diverse fields as mathematics, physics, biology, telecommunications, finance, econometrics, and environmental science will find it an ideal entry point for studying the already extensive theory and applications of selfsimilarity.

Long-Memory Processes

Author : Jan Beran
Publisher :
ISBN 13 : 9783642355134
Total Pages : 904 pages
Book Rating : 4.3/5 (551 download)

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Book Synopsis Long-Memory Processes by : Jan Beran

Download or read book Long-Memory Processes written by Jan Beran and published by . This book was released on 2013-05-31 with total page 904 pages. Available in PDF, EPUB and Kindle. Book excerpt:

How We Think and Learn

Author : Jeanne Ellis Ormrod
Publisher : Cambridge University Press
ISBN 13 : 1107165113
Total Pages : 239 pages
Book Rating : 4.1/5 (71 download)

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Book Synopsis How We Think and Learn by : Jeanne Ellis Ormrod

Download or read book How We Think and Learn written by Jeanne Ellis Ormrod and published by Cambridge University Press. This book was released on 2017-02-13 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces readers to principles and research findings about human learning and cognition in an engaging, conversational manner.

Long Range Dependence

Author : Gennady Samorodnitsky
Publisher : Now Publishers Inc
ISBN 13 : 1601980906
Total Pages : 109 pages
Book Rating : 4.6/5 (19 download)

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Book Synopsis Long Range Dependence by : Gennady Samorodnitsky

Download or read book Long Range Dependence written by Gennady Samorodnitsky and published by Now Publishers Inc. This book was released on 2007 with total page 109 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long Range Dependence is a wide ranging survey of the ideas, models and techniques associated with the notion of long memory. It will serve as an invaluable reference source for researchers studying long range dependence, for those building long memory models, and for people who are trying to detect the possible presence of long memory in data.

Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017)

Author : Liew-Kee Kor
Publisher : Springer
ISBN 13 : 9811372799
Total Pages : 595 pages
Book Rating : 4.8/5 (113 download)

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Book Synopsis Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017) by : Liew-Kee Kor

Download or read book Proceedings of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017) written by Liew-Kee Kor and published by Springer. This book was released on 2019-03-27 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a product of the Third International Conference on Computing, Mathematics and Statistics (iCMS2017) to be held in Langkawi in November 2017. It is divided into four sections according to the thrust areas: Computer Science, Mathematics, Statistics, and Multidisciplinary Applications. All sections sought to confront current issues that society faces today. The book brings collectively quantitative, as well as qualitative, research methods that are also suitable for future research undertakings. Researchers in Computer Science, Mathematics and Statistics can use this book as a sourcebook to enrich their research works.

Long-Range Dependence and Self-Similarity

Author : Vladas Pipiras
Publisher : Cambridge University Press
ISBN 13 : 1107039460
Total Pages : 693 pages
Book Rating : 4.1/5 (7 download)

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Book Synopsis Long-Range Dependence and Self-Similarity by : Vladas Pipiras

Download or read book Long-Range Dependence and Self-Similarity written by Vladas Pipiras and published by Cambridge University Press. This book was released on 2017-04-18 with total page 693 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

Memory

Author : Jonathan K. Foster
Publisher : Oxford University Press, USA
ISBN 13 :
Total Pages : 328 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Memory by : Jonathan K. Foster

Download or read book Memory written by Jonathan K. Foster and published by Oxford University Press, USA. This book was released on 1999 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Is memory best regarded as comprising multiple independent systems, as a processing framework, tapped via different levels of processing, or as a complex function which can be used in a flexible manner? Here, international researchers and theorists present stimulating, self-contained, and balanced summaries of the theoretical and empiricaL positions shaping the field today.

Long Memory in Economics

Author : Gilles Teyssière
Publisher : Springer Science & Business Media
ISBN 13 : 3540346252
Total Pages : 389 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Long Memory in Economics by : Gilles Teyssière

Download or read book Long Memory in Economics written by Gilles Teyssière and published by Springer Science & Business Media. This book was released on 2006-09-22 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.

Long-Memory Time Series

Author : Wilfredo Palma
Publisher : John Wiley & Sons
ISBN 13 : 0470131454
Total Pages : 304 pages
Book Rating : 4.4/5 (71 download)

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Book Synopsis Long-Memory Time Series by : Wilfredo Palma

Download or read book Long-Memory Time Series written by Wilfredo Palma and published by John Wiley & Sons. This book was released on 2007-04-27 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: A self-contained, contemporary treatment of the analysis of long-range dependent data Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures. To facilitate understanding, the book: Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical and mathematical concepts Features numerous examples that accelerate understanding and illustrate various consequences of the theoretical results Proves all theoretical results (theorems, lemmas, corollaries, etc.) or refers readers to resources with further demonstration Includes detailed analyses of computational aspects related to the implementation of the methodologies described, including algorithm efficiency, arithmetic complexity, CPU times, and more Includes proposed problems at the end of each chapter to help readers solidify their understanding and practice their skills A valuable real-world reference for researchers and practitioners in time series analysis, economerics, finance, and related fields, this book is also excellent for a beginning graduate-level course in long-memory processes or as a supplemental textbook for those studying advanced statistics, mathematics, economics, finance, engineering, or physics. A companion Web site is available for readers to access the S-Plus and R data sets used within the text.