Theory and Applications of Long-range Dependence: Theory and Applications - Paul Doukhan - Books - Birkhauser Boston Inc - 9780817641689 - December 13, 2002
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Theory and Applications of Long-range Dependence: Theory and Applications

Paul Doukhan

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Theory and Applications of Long-range Dependence: Theory and Applications

Focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. This book includes articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation.

720 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released December 13, 2002
ISBN13 9780817641689
Publishers Birkhauser Boston Inc
Pages 720
Dimensions 178 × 254 × 39 mm   ·   1.46 kg
Language English  
Editor Doukhan, Paul
Editor Oppenheim, Georges
Editor Taqqu, M. S.
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