Long Range Dependence - Foundations and Trends ® in Stochastic Systems (Paperback)Gennady Samorodnitsky (author)
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The survey considers the implications of long memory on stochastic models with heavy tails and light tails, on processes defined as stochastic integrals, single and multiple, on limit theorems and on large deviations.
It serves as an invaluable reference source for researchers studying long range dependence, for those building long memory models, and for people who are trying to detect the possible presence of long memory in data.
Publisher: now publishers Inc
Number of pages: 112
Weight: 170 g
Dimensions: 234 x 156 x 6 mm
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