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Jan Beran

    January 1, 1973
    Mathematical Foundations of Time Series Analysis
    Empirical Economic and Financial Research
    Long-memory processes
    • Long-memory processes

      • 884 pages
      • 31 hours of reading

      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.

      Long-memory processes
    • Empirical Economic and Financial Research

      Theory, Methods and Practice

      • 503 pages
      • 18 hours of reading

      The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.

      Empirical Economic and Financial Research
    • Mathematical Foundations of Time Series Analysis

      A Concise Introduction

      • 320 pages
      • 12 hours of reading

      Focusing on the mathematical foundations of time series analysis, this book emphasizes clarity and conciseness. It distills complex concepts into their essential logical core, primarily using symbolic mathematics, which facilitates a quick understanding of key reasoning. Designed for graduate courses, it also serves as a valuable reference for students and researchers interested in a precise, mathematical approach to time series analysis.

      Mathematical Foundations of Time Series Analysis