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Theory and Applications of Long-range Dependence
Language: en
Pages: 744
Authors: Paul Doukhan
Categories: Brownian motion processes
Type: BOOK - Published: 2003 - Publisher: Birkhauser

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Long-range dependence is an important topic in the rapidly developing area of data analysis. This unique collection presents self-contained chapters written by
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
Stochastic Processes and Long Range Dependence
Language: en
Pages: 419
Authors: Gennady Samorodnitsky
Categories: Mathematics
Type: BOOK - Published: 2016-11-09 - Publisher: Springer

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This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory
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
Weak Dependence: With Examples and Applications
Language: en
Pages: 326
Authors: Jérome Dedecker
Categories: Mathematics
Type: BOOK - Published: 2007-07-29 - Publisher: Springer Science & Business Media

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This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose exa