Murad S. Taqqu

Murray Rosenblatt

David Brillinger

Peter Caines

John Geweke

Emanuel Parzen

Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

Part I

Time Series Analysis and Applications to Geophysical Systems

Vladas Pipiras

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

Long-Range Dependence and Self-Similarity

Ioannis Karatzas

Stamatis Cambanis

There has been extensive research in the past twenty years devoted to a better understanding of the stable and other closely related infinitely divisible models. The late Professor Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these fields from the early seventies until his untimely death in April 1995. This commemorative volume honoring Stamatis Cambanis consists of a collection of research articles devoted to review the state of the art in rapidly developing research areas in Stochastic Processes and to explore new directions of research. The volume is a tribute to the life and work of Stamatis by his students, friends, and colleagues whose personal and professional lives he deeply touched through his generous insights and dedication to his profession.

In Memory Pf Stamatis Cambanis, 1943-1995

Stochastic Processes and Related Topics

Murad S. Taqqu

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