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Stochastic Processes and Long Range Dependence
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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 absence of long memory.
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 absence of long memory.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Hardcover]
9783319455747
ISBN [Softcover]
9783319833217
Publisher
Springer
Year
2016
Pages
XI, 415 p.
Series Title
Springer Series in Operations Research and Financial Engineering
Language
English

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