Long Memory

Long Memory PDF

Author: Mary Frances Berry

Publisher: OUP USA

Published: 1997-08-14

Total Pages: 512

ISBN-13: 9780195029109

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This powerful, provocative survey is organized around the key issues of Afro-American history: Africa and slavery, family, religion, sex and racism, politics, economics, education, criminal justice, discrimination and protest movements, and black nationalism.

Long-Memory Processes

Long-Memory Processes PDF

Author: Jan Beran

Publisher: Springer Science & Business Media

Published: 2013-05-14

Total Pages: 892

ISBN-13: 3642355129

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Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.

Statistics for Long-Memory Processes

Statistics for Long-Memory Processes PDF

Author: Jan Beran

Publisher: CRC Press

Published: 1994-10-01

Total Pages: 336

ISBN-13: 9780412049019

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Statistical Methods for Long Term Memory Processes covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that previously appeared only in journals, the author provides a concise and effective overview of probabilistic foundations, statistical methods, and applications. The material emphasizes basic principles and practical applications and provides an integrated perspective of both theory and practice. This book explores data sets from a wide range of disciplines, such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement. The data sets are conveniently compiled in the index, and this allows readers to view statistical approaches in a practical context. Statistical Methods for Long Term Memory Processes also supplies S-PLUS programs for the major methods discussed. This feature allows the practitioner to apply long memory processes in daily data analysis. For newcomers to the area, the first three chapters provide the basic knowledge necessary for understanding the remainder of the material. To promote selective reading, the author presents the chapters independently. Combining essential methodologies with real-life applications, this outstanding volume is and indispensable reference for statisticians and scientists who analyze data with long-range dependence.

Of Long Memory

Of Long Memory PDF

Author: Adam Nossiter

Publisher: Da Capo Press

Published: 2009-06-16

Total Pages: 342

ISBN-13: 0786748486

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The history is well known: On June 12, 1963, Mississippi's courageous NAACP chief, Medgar Evers, was gunned down by white supremacist Byron de la Beckwith. Tried twice by all-white juries, Beckwith escaped conviction for three decades. But then Mississippi began to confront its tormented past. And in the 1990s, when Beckwith was sent to jail by a crusading young prosecutor, the family of Medgar Evers finally got justice. Hailed as a New York Times Notable Book of the Year and a finalist for the Lillian Smith Award, Of Long Memory reveals how this remarkable reversal took place. Nossiter uses the tools of memory, history, and reportage—and the clear vantage point of an outsider, a Northerner—to portray an entire state quite literally summoning up its ghosts. A new epilogue discusses other civil rights cases now being reconsidered, and skillfully shows how the South is finding a way to create justice where none had existed before.

Long-Memory Time Series

Long-Memory Time Series PDF

Author: Wilfredo Palma

Publisher: John Wiley & Sons

Published: 2007-04-27

Total Pages: 304

ISBN-13: 0470131454

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A self-contained, contemporary treatment of the analysis of long-range dependent data Long-Memory Time Series: Theory and Methods provides an overview of the theory and methods developed to deal with long-range dependent data and describes the applications of these methodologies to real-life time series. Systematically organized, it begins with the foundational essentials, proceeds to the analysis of methodological aspects (Estimation Methods, Asymptotic Theory, Heteroskedastic Models, Transformations, Bayesian Methods, and Prediction), and then extends these techniques to more complex data structures. To facilitate understanding, the book: Assumes a basic knowledge of calculus and linear algebra and explains the more advanced statistical and mathematical concepts Features numerous examples that accelerate understanding and illustrate various consequences of the theoretical results Proves all theoretical results (theorems, lemmas, corollaries, etc.) or refers readers to resources with further demonstration Includes detailed analyses of computational aspects related to the implementation of the methodologies described, including algorithm efficiency, arithmetic complexity, CPU times, and more Includes proposed problems at the end of each chapter to help readers solidify their understanding and practice their skills A valuable real-world reference for researchers and practitioners in time series analysis, economerics, finance, and related fields, this book is also excellent for a beginning graduate-level course in long-memory processes or as a supplemental textbook for those studying advanced statistics, mathematics, economics, finance, engineering, or physics. A companion Web site is available for readers to access the S-Plus and R data sets used within the text.

Time Series Analysis with Long Memory in View

Time Series Analysis with Long Memory in View PDF

Author: Uwe Hassler

Publisher: John Wiley & Sons

Published: 2018-09-07

Total Pages: 288

ISBN-13: 1119470420

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Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are characterized by a strong dependence between distant events. This book introduces readers to the theory and foundations of univariate time series analysis with a focus on long memory and fractional integration, which are embedded into the general framework. It presents the general theory of time series, including some issues that are not treated in other books on time series, such as ergodicity, persistence versus memory, asymptotic properties of the periodogram, and Whittle estimation. Further chapters address the general functional central limit theory, parametric and semiparametric estimation of the long memory parameter, and locally optimal tests. Intuitive and easy to read, Time Series Analysis with Long Memory in View offers chapters that cover: Stationary Processes; Moving Averages and Linear Processes; Frequency Domain Analysis; Differencing and Integration; Fractionally Integrated Processes; Sample Means; Parametric Estimators; Semiparametric Estimators; and Testing. It also discusses further topics. This book: Offers beginning-of-chapter examples as well as end-of-chapter technical arguments and proofs Contains many new results on long memory processes which have not appeared in previous and existing textbooks Takes a basic mathematics (Calculus) approach to the topic of time series analysis with long memory Contains 25 illustrative figures as well as lists of notations and acronyms Time Series Analysis with Long Memory in View is an ideal text for first year PhD students, researchers, and practitioners in statistics, econometrics, and any application area that uses time series over a long period. It would also benefit researchers, undergraduates, and practitioners in those areas who require a rigorous introduction to time series analysis.

Long Memory in Economics

Long Memory in Economics PDF

Author: Gilles Teyssière

Publisher: Springer Science & Business Media

Published: 2006-09-22

Total Pages: 394

ISBN-13: 3540346252

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Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.

Time Series with Long Memory

Time Series with Long Memory PDF

Author: Peter M. Robinson

Publisher: Advanced Texts in Econometrics

Published: 2003

Total Pages: 396

ISBN-13: 9780199257300

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Long memory time series are characterized by a strong dependence between distant events.

The Structure of Long-term Memory

The Structure of Long-term Memory PDF

Author: Wolfgang Klimesch

Publisher: Psychology Press

Published: 2013-05-13

Total Pages: 244

ISBN-13: 1134777701

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How is information stored and retrieved from long-term memory? It is argued that any systematic attempt to answer this question should be based on a particular set of specific representational assumptions that have led to the development of a new memory theory -- the connectivity model. One of the crucial predictions of this model is that, in sharp contrast to traditional theories, the speed of processing information increases as the amount and complexity of integrated knowledge increases. In this volume, the predictions of the model are examined by analyzing the results of a variety of different experiments and by studying the outcome of the simulation program CONN1, which illustrates the representation of complex semantic structures. In the final chapter, the representational assumptions of the connectivity model are evaluated on the basis of neuroanatomical and physiological evidence -- suggesting that neuroscience provides valuable knowledge which should guide the development of memory theories.