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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.

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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.

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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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