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Home > Processes with Long-Range Correlations: Theory and Applications > First Passage Distributions for Long Memory Processes
Processes with Long-Range Correlations: Theory and Applications |
Govindan Rangarajan; Mingzhou Ding
Springer Berlin Heidelberg
Processes with Long-Range Correlations: Theory and Applications
First Passage Distributions for Long Memory Processes
Authors

Govindan Rangarajan; Mingzhou Ding

ARI Id

1664780366305_3189490

Access

Not Available Free

Pages

167-180

DOI

10.1007/3-540-44832-2_9

Chapter URL

https://rd.springer.com/chapter/10.1007/3-540-44832-2_9

Table of Contents of Book
Showing 1 to 20 of 21 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
I-XVIII
Prediction of Long-Memory Time Series: A Tutorial Review
R. J. Bhansali; P. S. Kokoszka
3-21
Fractional Brownian Motion and Fractional Gaussian Noise
Hong Qian
22-33
Scaling and Wavelets: An Introductory Walk
Patrice Abry
34-60
Wavelet Estimation for the Hurst Parameter in Stable Processes
Stilian Stoev; Murad. S. Taqqu
61-87
From Stationarity to Self-similarity, and Back: Variations on the Lamperti Transformation
Patrick Flandrin; Pierre Borgnat; Pierre-Olivier Amblard
88-117
Fractal Sums of Pulses and a Practical Challenge to the Distinction Between Local and Global Dependence
Benoit B. Mandelbrot
118-135
Supra-diffusion
Michael F. Shlesinger
139-147
Fractional diffusion Processes: Probability Distributions and Continuous Time Random Walk
Rudolf Gorenflo; Francesco Mainardi
148-166
First Passage Distributions for Long Memory Processes
Govindan Rangarajan; Mingzhou Ding
167-180
Non-Gaussian Statistics and Anomalous diffusion in Porous Media
Pabitra N. Sen
181-192
Directed Transport in AC-Driven Hamiltonian Systems
S. Denisov; J. Klafter; M. Urbakh
193-209
Patterns and Correlations in Economic Phenomena Uncovered Using Concepts of Statistical Physics
H.E. Stanley; P. Gopikrishnan; H. v. Plerou; M.A. Salinger
210-224
Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity
Jan Beran; Yuanhua Feng; Günter Franke; Dieter Hess; Dirk Ocker
225-250
Interaction Models for Common Long-Range Dependence in Asset Prices Volatility
Gilles Teyssière
251-269
Long Memory and Economic Growth in the World Economy Since the 19th Century
Gerald Silverberg; Bart Verspagen
270-285
Correlations and Memory in Neurodynamical Systems
André Longtin; Carlo Laing; Maurice J. Chacron
286-308
Long Range Dependence in Human Sensorimotor Coordination
Yanqing Chen; Mingzhou Ding; J.A. Scott Kelso
309-323
Scaling and Criticality in Large-Scale Neuronal Activity
Klaus Linkenkaer-Hansen
324-338
Long-Range Dependence in Heartbeat Dynamics
Plamen Ch. Ivanov
339-372
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 21 entries
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