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Theory and Applications of Long-range Dependence: Theory and Applications Paul Doukhan
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Theory and Applications of Long-range Dependence: Theory and Applications
Paul Doukhan
Focuses on the theoretical concepts, methodologies, and practical applications pertaining to self-similar processes and long-range dependent phenomena. This book includes articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation.
720 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 13, 2002 |
| ISBN13 | 9780817641689 |
| Publishers | Birkhauser Boston Inc |
| Pages | 720 |
| Dimensions | 178 × 254 × 39 mm · 1.46 kg |
| Language | English |
| Editor | Doukhan, Paul |
| Editor | Oppenheim, Georges |
| Editor | Taqqu, M. S. |
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