The fourth edition follows the general layout of the third edition but includes some
modernization of topics as well as the coverage of additional topics. The preface to the third …

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 paper discusses the estimation of multiple time series models which allow elements of
the spectral density matrix to tend to infinity or zero at zero frequency and be unrestricted …

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 …

It is well known to applied statisticians and scientists that the assumption of independence is
often not valid for real data. In particular, even when all precautions are taken to prevent …

Time series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately,
analysts often treat the time series properties of their data as a nuisance rather than a …

We establish some asymptotic properties of a log‐periodogram regression estimator for the
memory parameter of a long‐memory time series. We consider the estimator originally …

We examine monthly inflation rates of five industrial countries. The application of tests
against stationarity as well as tests against a unit root yield contradictory results. Thus …

This book offers an introduction to wavelet theory and provides the essence of wavelet
analysis OCo including Fourier analysis and spectral analysis; the maximum overlap …

This paper provides a bibliographical guide to researchers and tra c engineers who are
interested in self-similar tra c modeling and analysis. It lists some of the most recent network …