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...
Autor principal: | Embrechts, Paul, 1953- |
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Otros Autores: | Maejima, Makoto |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Princeton, N.J. :
Princeton University Press,
2002.
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Colección: | Book collections on Project MUSE.
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Temas: | |
Acceso en línea: | Texto completo |
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