By Vladas Pipiras,Murad S. Taqqu

this contemporary and accomplished advisor to long-range dependence and self-similarity begins with rigorous insurance of the fundamentals, then strikes directly to hide extra really good, up to date issues imperative to present learn. those subject matters drawback, yet aren't restricted to, actual versions that supply upward thrust to long-range dependence and self-similarity; valuable and non-central restrict theorems for long-range based sequence, and the proscribing Hermite tactics; fractional Brownian movement and its stochastic calculus; numerous celebrated decompositions of fractional Brownian movement; multidimensional types for long-range dependence and self-similarity; and greatest chance estimation equipment for long-range established time sequence. Designed for graduate scholars and researchers, each one bankruptcy of the booklet is supplemented through a number of routines, a few designed to check the reader's knowing, whereas others invite the reader to think about the various open examine difficulties within the box today.

Show description

Read or Download Long-Range Dependence and Self-Similarity (Cambridge Series in Statistical and Probabilistic Mathematics) PDF

Similar probability & statistics books

Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization (Stochastic Modelling and Applied Probability)

This available e-book goals to assemble in one quantity the necessities of stochastic networks. Stochastic networks became familiar as a simple version of many actual structures in a various diversity of fields. Written via prime authors within the box, this ebook is intended for use as a reference or supplementary studying via practitioners in operations learn, desktops, communications networks, construction making plans, and logistics.

Problems in Probability (Problem Books in Mathematics)

For the 1st variations of the booklet likelihood (GTM 95), each one bankruptcy incorporated a complete and numerous set of appropriate routines. whereas the paintings at the 3rd variation was once nonetheless in growth, it was once determined that it'd be extra acceptable to post a separate ebook that might contain all the routines from prior editions, in addition to many new workouts.

Matching, Regression Discontinuity, Difference in Differences, and Beyond

Myoung-jae Lee reports the 3 most well-liked equipment (and their extensions) in utilized economics and different social sciences: matching, regression discontinuity, and distinction in changes. This booklet introduces the underlying econometric and statistical rules, exhibits what's pointed out and the way the pointed out parameters are anticipated, and illustrates how they're utilized with actual empirical examples.

Using the R Commander: A Point-and-Click Interface for R (Chapman & Hall/CRC The R Series)

This publication presents a normal creation to the R Commander graphical consumer interface (GUI) to R for readers who're surprising with R. it's appropriate to be used as a supplementary textual content in a simple or intermediate-level data path. it isn't meant to switch a simple or different facts textual content yet quite to enrich it, even though it does advertise sound statistical perform within the examples.

Extra info for Long-Range Dependence and Self-Similarity (Cambridge Series in Statistical and Probabilistic Mathematics)

Sample text

Download PDF sample

Rated 4.67 of 5 – based on 44 votes