Theory and Applications of Long Range Dependence

Time series research has been an area of considerable research activity over the past several decades. The essential ingredient --- the notion of time-dependence --- is required for measuring and then accurately predicting data to construct suitable models for diverse phenomena. Time series research has been an area of considerable research activity over the past several decades. The essential ingredient --- the notion of time-dependence --- is required for measuring and then accurately predicting data to construct suitable models for diverse phenomena. This fairly self-contained volume, written by leading experts in their respective fields, especially focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. Graduate students, researchers, and professionals in industry will benefit from the book.