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Selfsimilar processes /

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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Embrechts, Paul, 1953-
Otros Autores: Maejima, Makoto
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, N.J. : Princeton University Press, ©2002.
Colección:Princeton series in applied mathematics.
Temas:
Acceso en línea:Texto completo