Samorodnitsky, Gennady
Stochastic Processes and Long Range Dependence
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
Avainsanat: Mathematics, Probability Theory and Stochastic Processes, Measure and Integration, Dynamical Systems and Ergodic Theory
- Tekijä(t)
- Samorodnitsky, Gennady
- Julkaisija
- Springer
- Julkaisuvuosi
- 2016
- Kieli
- en
- Painos
- 1
- Sarja
- Springer Series in Operations Research and Financial Engineering
- Sivumäärä
- 11 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319455754
- Painetun ISBN
- 978-3-319-45574-7
