Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting mater

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications,

Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are

Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting mater

Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on