Theory and applications of long-range dependence. (English) Zbl 1005.00017

Boston, MA: Birkhäuser. x, 716 p. (2003).

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The articles of this volume will be reviewed individually.
Indexed articles:
Taqqu, Murad S., Fractional Brownian motion and long-range dependence., 5-38 [Zbl 1039.60041]
Molchan, George M., Historical comments related to fractional Brownian motion, 39-42 [Zbl 1032.60035]
Doukhan, Paul, Models, inequalities, and limit theorems for stationary sequences, 43-100 [Zbl 1032.62081]
Ould Haye, Mohamedou; Viano, Marie-Claude, Limit theorems under seasonal long-memory., 101-110 [Zbl 1033.60028]
Surgailis, D., CLTs for polynomials of linear sequences: Diagram formula with illustrations, 111-127 [Zbl 1032.60017]
Surgailis, D., Non-CLTs: U-statistics, multinomial formula and approximations of multiple Itô-Wiener integrals., 129-142 [Zbl 1034.60026]
Ho, Hwai-Chung; Hsing, Tailen, A decomposition for generalized U-statistics of long-memory linear processes., 143-155 [Zbl 1034.60022]
Maejima, Makoto, Limit theorems for infinite variance sequences., 157-164 [Zbl 1038.60016]
Pipiras, Vladas; Taqqu, Murad S., Fractional calculus and its connections to fractional Brownian motion, 165-201 [Zbl 1031.60047]
Decreusefond, Laurent, Stochastic integration with respect to fractional Brownian motion., 203-226 [Zbl 1033.60065]
Giraitis, L.; Robinson, P. M., Parametric estimation under long-range dependence, 229-249 [Zbl 1032.62083]
Moulines, Eric; Soulier, Philippe, Semiparametric spectral estimation for fractional processes., 251-301 [Zbl 1109.62353]
Doukhan, Paul; Khezour, Abdelali; Lang, Gabriel, Nonparametric estimation for long-range dependent sequences, 303-311 [Zbl 1029.62035]
Deo, Rohit S.; Hurvich, Clifford M., Estimation of long memory in volatility, 313-324 [Zbl 1026.62115]
Kokoszka, Piotr; Leipus, Remigijus, Detection and estimation of changes in regime, 325-337 [Zbl 1031.62075]
Koul, H. L.; Surgailis, D., Robust estimators in regression models with long memory errors, 339-353 [Zbl 1027.62055]
Bhansali, R. J.; Kokoszka, P. S., Prediction of long-memory time series., 355-367 [Zbl 1039.62088]
Willinger, Walter; Paxson, Vern; Riedi, Rolf H.; Taqqu, Murad S., Long-range dependence and data network traffic., 373-407 [Zbl 1109.60317]
Norros, Ilkka, Large deviations of queues with long-range dependent input, 409-415 [Zbl 1028.60095]
Henry, Marc; Zaffaroni, Paolo, The long-range dependence paradigm for macroeconomics and finance, 417-438 [Zbl 1026.62114]
Mikosch, Thomas; Stărică, Cătălin, Long-range dependence effects and ARCH modeling, 439-459 [Zbl 1026.62113]
Montanari, Alberto, Long-range dependence in hydrology., 461-472 [Zbl 1037.86002]
Papanicolaou, George C.; Sølna, Knut, Wavelet based estimation of local Kolmogorov turbulence, 473-505 [Zbl 1032.62089]
Surgailis, D.; Woyczyński, W. A., Limit theorems for the Burgers equation initialized by data with long-range dependence., 507-523 [Zbl 1049.60022]
Abry, Patrice; Flandrin, Patrick; Taqqu, Murad S.; Veitch, Darryl, Self-similarity and long-range dependence through the wavelet lens, 527-556 [Zbl 1029.60028]
Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Stoev, Stilian; Taqqu, Murad S., Semi-parametric estimation of the long-range dependence parameter: A survey, 557-577 [Zbl 1032.62077]
Bardet, Jean-Marc; Lang, Gabriel; Oppenheim, Georges; Philippe, Anne; Taqqu, Murad S., Generators of long-range dependent processes: A survey, 579-623 [Zbl 1031.65010]
Riedi, Rudolf H., Multifractal processes., 625-716 [Zbl 1060.28008]

MSC:

00B15	Collections of articles of miscellaneous specific interest
60-06	Proceedings, conferences, collections, etc. pertaining to probability theory
62-06	Proceedings, conferences, collections, etc. pertaining to statistics

Keywords:

Long-range dependence