Processes with Long-Range Correlations: Theory and Applications

Prediction of Long-Memory Time Series: A Tutorial Review....Pages 3-21
Fractional Brownian Motion and Fractional Gaussian Noise....Pages 22-33
Scaling and Wavelets: An Introductory Walk....Pages 34-60
Wavelet Estimation for the Hurst Parameter in Stable Processes....Pages 61-87
From Stationarity to Self-similarity, and Back: Variations on the Lamperti Transformation....Pages 88-117
Fractal Sums of Pulses and a Practical Challenge to the Distinction Between Local and Global Dependence....Pages 118-135
Supra-diffusion....Pages 139-147
Fractional diffusion Processes: Probability Distributions and Continuous Time Random Walk....Pages 148-166
First Passage Distributions for Long Memory Processes....Pages 167-180
Non-Gaussian Statistics and Anomalous diffusion in Porous Media....Pages 181-192
Directed Transport in AC-Driven Hamiltonian Systems....Pages 193-209
Patterns and Correlations in Economic Phenomena Uncovered Using Concepts of Statistical Physics....Pages 210-224
Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity....Pages 225-250
Interaction Models for Common Long-Range Dependence in Asset Prices Volatility....Pages 251-269
Long Memory and Economic Growth in the World Economy Since the 19th Century....Pages 270-285
Correlations and Memory in Neurodynamical Systems....Pages 286-308
Long Range Dependence in Human Sensorimotor Coordination....Pages 309-323
Scaling and Criticality in Large-Scale Neuronal Activity....Pages 324-338
Long-Range Dependence in Heartbeat Dynamics....Pages 339-372
Multifractals: From Modeling to Control of Broadband Network Traffic....Pages 373-392