Long range dependence
By: Gennady Samorodnitsky
Publisher: Now Publishers, Inc.
Published: 2007
Place of publication: Hanover, Mass
Language: eng
Number of pages: 99
ISBN-13: 9781601980908
Subjects: Brownsche Bewegung; Nichtstationäre Zeitreihenanalyse; Stochastic processes; Zeitreihenanalyse; Selbstähnlichkeit; Mathematical analysis
Other titles: Foundations and trends in stochastic systems.
Notes: Originally published as Foundations and trends in stochastic systems, vol. 1, no. 3, p. 163-257, 2006.

Includes bibliographical references (p. 91-99)