Processes with Long Range Correlations: Theory and Applications
Springer Lecture Notes in Physics Vol 621 (2003)

ISSN: 1616-6361

http://www.springerlink.com/openurl.asp?genre=issue&issn=1616-6361&volume=621

Table of Contents

R.J. Bhansali, P.S. Kokoszka, "Prediction of Long-Memory Time Series: A Tutorial Review, pp. 3 - 21
H. Qian Fractional Brownian Motion and Fractional Gaussian Noise pp. 22 - 33
P. Abry Scaling and Wavelets: An Introductory Walk pp. 34 - 60
S. Stoev, M.S. Taqqu Wavelet Estimation for the Hurst Parameter in Stable Processes pp. 61 - 87
P. Flandrin, P. Borgnat, P.-O. Amblard From Stationarity to Self-similarity, and Back: Variations on the Lamperti Transformation pp. 88 - 117
B.B. Mandelbrot Fractal Sums of Pulses and a Practical Challenge to the Distinction Between Local and Global Dependence pp. 118 - 135
M.F. Shlesinger Supra-diffusion pp. 139 - 147
R. Gorenflo, F. Mainardi Fractional Diffusion Processes: Probability Distributions and Continuous Time Random Walk pp. 148 - 166
G. Rangarajan, M. Ding First Passage Distributions for Long Memory Processes pp. 167 - 180
P.N. Sen Non-Gaussian Statistics and Anomalous Diffusion in Porous Media pp. 181 - 192
S. Denisov, J. Klafter, M. Urbakh Directed Transport in AC-Driven Hamiltonian Systems pp. 193 - 209
H.E. Stanley, P. Gopikrishnan, V. Plerou, et al. Patterns and Correlations in Economic Phenomena Uncovered Using Concepts of Statistical Physics pp. 210 - 224
J. Beran, Y. Feng, G. Franke, et al. Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity pp. 225 - 250
G. Teyssière Interaction Models for Common Long-Range Dependence in Asset Prices Volatility pp. 251 - 269
G. Silverberg, B. Verspagen Long Memory and Economic Growth in the World Economy Since the 19th Century pp. 270 - 285
A. Longtin, C. Laing, M.J. Chacron Correlations and Memory in Neurodynamical Systems pp. 286 - 308
Y. Chen, M. Ding, J.A. Scott Kelso Long Range Dependence in Human Sensorimotor Coordination pp. 309 - 323
K. Linkenkaer-Hansen Scaling and Criticality in Large-Scale Neuronal Activity pp. 324 - 338
P.C. Ivanov Long-Range Dependence in Heartbeat Dynamics pp. 339 - 372
P. Murali Krishna, V.M. Gadre, U.B. Desai Multifractals: From Modeling to Control of Broadband Network Traffic pp. 373 - 392