Processes with Long-Range Correlations
Subtitle: Theory and Applications (Lecture Notes in Physics)
Contributors: Govindan Rangarajan (Editor); Mingzhou Ding (Editor)
Edition: 1 edition
Publisher: Springer
Published: August 7, 2003
Language: eng
Format: Hardcover
Number of pages: 392
ISBN-13: 9783540401292
Subjects: Science/Mathematics; Probability & Statistics - General; Mathematics; Science; Time-series analysis; Statistical physics; Neuroscience; PHYSICS; Mathematics / Statistics; Medical-Neuroscience; Science / Physics; Science-Physics; Diffusion; Correlation (Statistics)
First sentence: In this section we introduce the framework for the subsequent sections dealing with prediction and extensions of linear long memory processes.