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Theory and Applications of Long-range Dependence: Theory and Applications
Paul Doukhan
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Theory and Applications of Long-range Dependence: Theory and Applications
Paul Doukhan
Focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. This book includes articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation.
720 pages, biography
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 13 de dezembro de 2002 |
| ISBN13 | 9780817641689 |
| Editoras | Birkhauser Boston Inc |
| Páginas | 720 |
| Dimensões | 178 × 254 × 39 mm · 1,46 kg |
| Idioma | English |
| Editor | Doukhan, Paul |
| Editor | Oppenheim, Georges |
| Editor | Taqqu, M. S. |
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