Selfsimilar Processes / / Paul Embrechts.
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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| Superior document: | Title is part of eBook package: De Gruyter Princeton Series in Applied Mathematics eBook-Package |
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| VerfasserIn: | |
| Place / Publishing House: | Princeton, NJ : : Princeton University Press, , [2009] ©2002 |
| Year of Publication: | 2009 |
| Edition: | Course Book |
| Language: | English |
| Series: | Princeton Series in Applied Mathematics ;
21 |
| Online Access: | |
| Physical Description: | 1 online resource (128 p.) |
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