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Long-Memory Processes · Study

BookLong-Memory Processes

Jan Beran2013

Book2013

Long-Memory Processes

Jan Beran · Yuanhua Feng · Sucharita Ghosh · Rafał Kulik

435 citations·0/0 files stored·Springer eBooks

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Complex Systems and Time Series Analysis Time Series Analysis and Forecasting Statistical Mechanics and Entropy

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2021A Global-Scale Investigation of Stochastic Similarities in Marginal Distribution and Dependence Structure of Key Hydrological-Cycle Processes 2017A Brief History of Long Memory: Hurst, Mandelbrot and the Road to ARFIMA, 1951–1980 2003Statistics in Musicology 2015EWMA control charts for detecting changes in the mean of a long-memory process 2019The memory of stock return volatility: Asset pricing implications 2017Power of change-point tests for long-range dependent data 2017Change point estimation based on Wilcoxon tests in the presence of long-range dependence 2024Gauss–Legendre Numerical Integrations for Average Run Length Running on EWMA Control Chart with Fractionally Integrated MAX Process

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Year2013

Typebook

Published2013-01-01

VenueSpringer eBooks

Languageen

Citations435

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1007/978-3-642-35512-7

openalex_workW1508427692

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