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Long-Range Dependence and Self-Similarity
Language: en
Pages: 693
Authors: Vladas Pipiras
Categories: Business & Economics
Type: BOOK - Published: 2017-04-18 - Publisher: Cambridge University Press

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A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research ar
Long Range Dependence
Language: en
Pages: 109
Authors: Gennady Samorodnitsky
Categories: Mathematics
Type: BOOK - Published: 2007 - Publisher: Now Publishers Inc

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Long Range Dependence is a wide ranging survey of the ideas, models and techniques associated with the notion of long memory. It will serve as an invaluable ref
Long-Range Dependence and Self-Similarity
Language: en
Pages: 693
Authors: Vladas Pipiras
Categories: Mathematics
Type: BOOK - Published: 2017-04-18 - Publisher: Cambridge University Press

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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 specia
Selfsimilar Processes
Language: en
Pages: 128
Authors: Paul Embrechts
Categories: Mathematics
Type: BOOK - Published: 2009-01-10 - Publisher: Princeton University Press

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The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these
Theory and Applications of Long-Range Dependence
Language: en
Pages: 744
Authors: Paul Doukhan
Categories: Mathematics
Type: BOOK - Published: 2002-12-13 - Publisher: Springer Science & Business Media

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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 simpli