Long-Memory Processes Probabilistic Properties and Statistical Methods

From the book reviews:

“This encyclopaedic book covers almost the whole literature on univariate and multivariate long-range dependent (LRD) processes, or long-memory processes or strongly dependent processes. … This volume is then of strong interest for both researchers and teachers familiar with the topic, as it gives an overall, structured and balanced picture of the current state of the art. Readers less familiar with the topic will easily find their way in the vast literature on this issue, and will have their curiosity satisfied.” (Gilles Teyssière, Mathematical Reviews, October, 2014)

“This book aims to cover probabilistic and statistical aspects of long-memory processes in as much detail as possible, including a broad range of topics. The authors did an excellent job to reach their goals, and the book would be a must for researchers interested in long-memory processes and practioners on time series and data analysis. … the book is an excellent choice for anyone whois working in fields related to long-memory processes with many update information and research topics.” (Weiping Li, zbMATH, Vol. 1282, 2014)