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Long-Range Dependence and Self-Similarity

Af: Murad S. Taqqu, Vladas Pipiras Engelsk Hardback

Long-Range Dependence and Self-Similarity

Af: Murad S. Taqqu, Vladas Pipiras Engelsk Hardback
Tjek vores konkurrenters priser
This modern and comprehensive guide to long-range dependence and self-similarity starts with rigorous coverage of the basics, then moves on to cover more specialized, up-to-date topics central to current research. These topics concern, but are not limited to, physical models that give rise to long-range dependence and self-similarity; central and non-central limit theorems for long-range dependent series, and the limiting Hermite processes; fractional Brownian motion and its stochastic calculus; several celebrated decompositions of fractional Brownian motion; multidimensional models for long-range dependence and self-similarity; and maximum likelihood estimation methods for long-range dependent time series. Designed for graduate students and researchers, each chapter of the book is supplemented by numerous exercises, some designed to test the reader''s understanding, while others invite the reader to consider some of the open research problems in the field today.
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Tjek vores konkurrenters priser
This modern and comprehensive guide to long-range dependence and self-similarity starts with rigorous coverage of the basics, then moves on to cover more specialized, up-to-date topics central to current research. These topics concern, but are not limited to, physical models that give rise to long-range dependence and self-similarity; central and non-central limit theorems for long-range dependent series, and the limiting Hermite processes; fractional Brownian motion and its stochastic calculus; several celebrated decompositions of fractional Brownian motion; multidimensional models for long-range dependence and self-similarity; and maximum likelihood estimation methods for long-range dependent time series. Designed for graduate students and researchers, each chapter of the book is supplemented by numerous exercises, some designed to test the reader''s understanding, while others invite the reader to consider some of the open research problems in the field today.
Produktdetaljer
Sprog: Engelsk
Sider: 688
ISBN-13: 9781107039469
Indbinding: Hardback
Udgave:
ISBN-10: 1107039460
Udg. Dato: 18 apr 2017
Længde: 46mm
Bredde: 262mm
Højde: 187mm
Forlag: Cambridge University Press
Oplagsdato: 18 apr 2017
Forfatter(e) Murad S. Taqqu, Vladas Pipiras


Kategori Sandsynlighedsregning og statistik


ISBN-13 9781107039469


Sprog Engelsk


Indbinding Hardback


Sider 688


Udgave


Længde 46mm


Bredde 262mm


Højde 187mm


Udg. Dato 18 apr 2017


Oplagsdato 18 apr 2017


Forlag Cambridge University Press

Kategori sammenhænge