This book serves as a standard reference, making this area accessible not only to
researchers in probability and statistics, but also to graduate students and practitioners. The …

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

This comprehensive text gives an interesting and useful blend of the mathematical,
probabilistic and statistical tools used in heavy-tail analysis. Heavy tails are characteristic of …

Long-memory, or more generally fractal, processes are known to play an important role in
many scientific disciplines and applied fields such as physics, geophysics, hydrology …

Huge data sets from the teletraffic industry exhibit many nonstandard characteristics such as
heavy tails and long range dependence. Various estimation methods for heavy tailed time …

I first heard about long-range dependence while working on a book on stable processes
with Murad Taqqu. Initially, the notion did not seem to stand out among other notions I was …

A method is reviewed for proving weak convergence in a function-space setting when
regular variation is a sufficient condition. Point processes and weak convergence …

Let Xt=∑∞ j=-∞ cjZ tj be a moving average process where the Zt's are iid and have
regularly varying tail probabilities with index. The limit distribution of the sample covariance …

We consider some elementary functions of the components of a regularly varying random
vector such as linear combinations, products, minima, maxima, order statistics, powers. We …

We study the problem of estimating autoregressive parameters when the observations are
from an AR process with innovations in the domain of attraction of a stable law. We show …