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Stochastic Processes and Long Range Dependence

519.2

Samorodnitsky, Gennady. Stochastic Processes and Long Range Dependence by Gennady Samorodnitsky. -
XI, 415 p. 5 illus. online resource. - (Springer Series in Operations Research and Financial Engineering, ) Content notes : Preface -- Stationary Processes -- Ergodic Theory of Stationary Processes -- Infinitely Divisible Processes -- Heavy Tails -- Hurst Phenomenon -- Second-order Theory -- Fractionally Integrated Processes -- Self-similar Processes -- Long Range Dependence as a Phase Transition -- Appendix. 9783319455754 * Distribution (Probability theory. Mathematics. Differentiable dynamical systems. Probability Theory and Stochastic Processes. Measure and Integration. Dynamical Systems and Ergodic Theory. * Series

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