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Time Series Analysis and Applications to Geophysical Systems: Part I: 45 (The IMA Volumes in Mathematics and its Applications, 45) - Hardcover
Synopsis
Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.
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Time Series Analysis and Applications to Geophysical Systems: Part I (The IMA Volumes in Mathematics and its Applications, 45)
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