Selfsimilar processes / Paul Embrechts and Makoto Maejima.
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the...
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| Format: | eBook |
| Language: | English |
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Princeton, N.J. :
Princeton University Press,
©2002.
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| Series: | Princeton series in applied mathematics.
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QA274.9 .E43 2002eb
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| QA274.9 .E43 2002eb | Available |