Long-Range Dependence and Self-Similarity

Nonfiction, Science & Nature, Mathematics, Statistics, Business & Finance
Cover of the book Long-Range Dependence and Self-Similarity by Vladas Pipiras, Murad S. Taqqu, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Vladas Pipiras, Murad S. Taqqu ISBN: 9781108206143
Publisher: Cambridge University Press Publication: April 18, 2017
Imprint: Cambridge University Press Language: English
Author: Vladas Pipiras, Murad S. Taqqu
ISBN: 9781108206143
Publisher: Cambridge University Press
Publication: April 18, 2017
Imprint: Cambridge University Press
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Cambridge University Press

Cover of the book The Cambridge Handbook of Linguistic Multi-Competence by Vladas Pipiras, Murad S. Taqqu
Cover of the book Partisan Bonds by Vladas Pipiras, Murad S. Taqqu
Cover of the book City Versus Countryside in Mao's China by Vladas Pipiras, Murad S. Taqqu
Cover of the book Consumer Democracy by Vladas Pipiras, Murad S. Taqqu
Cover of the book The Struggle for the Streets of Berlin by Vladas Pipiras, Murad S. Taqqu
Cover of the book Networks, Crowds, and Markets by Vladas Pipiras, Murad S. Taqqu
Cover of the book Restoration Plays and Players by Vladas Pipiras, Murad S. Taqqu
Cover of the book Kennedy, Johnson, and the Nonaligned World by Vladas Pipiras, Murad S. Taqqu
Cover of the book Scaling by Vladas Pipiras, Murad S. Taqqu
Cover of the book The European Company: Volume 2 by Vladas Pipiras, Murad S. Taqqu
Cover of the book China's Conservative Revolution by Vladas Pipiras, Murad S. Taqqu
Cover of the book Physical Perspectives on Computation, Computational Perspectives on Physics by Vladas Pipiras, Murad S. Taqqu
Cover of the book Hydrology by Vladas Pipiras, Murad S. Taqqu
Cover of the book Melancholy, Medicine and Religion in Early Modern England by Vladas Pipiras, Murad S. Taqqu
Cover of the book Kant on Reality, Cause, and Force by Vladas Pipiras, Murad S. Taqqu
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy