Analysis Of Variations For Self Similar Processes

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Analysis of Variations for Self-similar Processes
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Type: BOOK - Published: 2013-08-13 - Publisher: Springer Science & Business Media

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Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las
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Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las
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The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these
Long-Range Dependence and Self-Similarity
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A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research ar
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This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments liv