Stochastic Processes and Long Range Dependence

This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or abse...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Samorodnitsky, Gennady (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Springer Series in Operations Research and Financial Engineering,
Subjects:
Probabilities.
Measure theory.
Dynamical systems.
Probability Theory.
Measure and Integration.
Dynamical Systems.
Online Access:Texto Completo
Table of Contents:
  • 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.

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