Long-memory, or more generally fractal, processes are known to play an important role in
many scientific disciplines and applied fields such as physics, geophysics, hydrology …

Statistical Methods for Long Term Memory Processes covers the diverse statistical methods
and applications for data with long-range dependence. Presenting material that previously …

I first heard about long-range dependence while working on a book on stable processes
with Murad Taqqu. Initially, the notion did not seem to stand out among other notions I was …

The notion of long range dependence is discussed from a variety of points of view, and a
new approach is suggested. A number of related topics is also discussed, including …

The notes are based on lectures given in St. Flour in 1995, and cover, in greater detail, most
of the course given there. The word" fractal" was coined by Mandelbrot [Man] in the 1970s …

The area of data analysis has been greatly affected by our computer age. For example, the
issue of collecting and storing huge data sets has become quite simplified and has greatly …

We define a large class of multifractal random measures and processes with arbitrary log-
infinitely divisible exact or asymptotic scaling law. These processes generalize within a …

Self-similar processes such as fractional Brownian motion are stochastic processes that are
invariant in distribution under suitable scaling of time and space. These processes can …

It is well known to applied statisticians and scientists that the assumption of independence is
often not valid for real data. In particular, even when all precautions are taken to prevent …

This modern and comprehensive guide to long-range dependence and self-similarity starts
with rigorous coverage of the basics, then moves on to cover more specialized, up-to-date …