Theory and applications of long-range dependence: theory and applications
Auteur :
Doukhan, Paul
ISBN :
9780817641689
Date de publication :
13 déc. 2002
Dimensions :
25,4 x 17,8 x 3,9 cm
Poids :
1481 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
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.