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Samorodnitsky, Gennady

Stochastic Processes and Long Range Dependence

Samorodnitsky, Gennady - Stochastic Processes and Long Range Dependence, ebook

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ISBN: 9783319455754
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Table of contents

1. Stationary Processes
Gennady Samorodnitsky

2. Elements of Ergodic Theory of Stationary Processes and Strong Mixing
Gennady Samorodnitsky

3. Infinitely Divisible Processes
Gennady Samorodnitsky

4. Heavy Tails
Gennady Samorodnitsky

5. Introduction to Long-Range Dependence
Gennady Samorodnitsky

6. Second-Order Theory of Long-Range Dependence
Gennady Samorodnitsky

7. Fractionally Differenced and Fractionally Integrated Processes
Gennady Samorodnitsky

8. Self-Similar Processes
Gennady Samorodnitsky

9. Long-Range Dependence as a Phase Transition
Gennady Samorodnitsky

10. Appendix
Gennady Samorodnitsky

Keywords: Mathematics, Probability Theory and Stochastic Processes, Measure and Integration, Dynamical Systems and Ergodic Theory

Author(s)
Publisher
Springer
Publication year
2016
Language
en
Edition
1
Series
Springer Series in Operations Research and Financial Engineering
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319455754
Printed ISBN
978-3-319-45574-7

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