This book covers the diverse statistical methods and applications for data with long-range dependence. Presenting material that has appeared only in journals, the author provides a concise and accessible overview of probabilistic foundations, statistical methods, and applications, with an emphasis on basic principles and practical applications, giving the reader an integrated perspective on theory and practice. It explores data sets from a wide range of disciplines such as hydrology, climatology, telecommunications engineering, and high-precision physical measurement, with all data sets...

Traditionally, statistics and music are not generally associated with each other. However, ...intelligent... music software, computer digitization, and other advanced techniques and technologies have precipitated the need for standard statistical models to answer basic musicological questions. Statistics In Musicology presents an unprecedented introduction to statistical and mathematical methods developed for use in music analysis, music theory, and performance theory. It explores concrete methods for data generation and numerical encoding of musical data and serves as a practical reference...

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.

This detailed review of long memory processes includes a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Includes proofs and data examples.