Description: Long-Range Dependence and Self-Similarity (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 45) [Hardcover] Pipiras, Vladas and Taqqu, Murad S. Product Overview This modern and comprehensive guide to long-range dependence and self- similarity starts with rigorous coverage of the basics, then moves on to cover more specialized, up-to-date topics central to current research. These topics concern, but are not limited to, physical models that give rise to long-range dependence and self-similarity; central and non-central limit theorems for long-range dependent series, and the limiting Hermite processes; fractional Brownian motion and its stochastic calculus; several celebrated decompositions of fractional Brownian motion; multidimensional models for long-range dependence and self-similarity; and maximum likelihood estimation methods for long-range dependent time series. Designed for graduate students and researchers, each chapter of the book is supplemented by numerous exercises, some designed to test the reader's understanding, while others invite the reader to consider some of the open research problems in the field today. Read more Details Publisher : Cambridge University Press; 1st edition (April 18, 2017) Language : English Hardcover : 688 pages ISBN-10 : 1107039460 ISBN-13 : 69 Item Weight : 2.99 pounds Dimensions : 7.25 x 1.75 x 10 inches Best Sellers Rank: #3,880,460 in Books (See Top 100 in Books) #573 in Stochastic Modeling #3,192 in Statistics (Books) #6,952 in Probability & Statistics (Books) #573 in Stochastic Modeling #3,192 in Statistics (Books) We have been selling used books since 2012, and we've learned that the most important thing is doing good business. Honesty is our policy. Free Shipping We ship worldwide. We have multiple warehouses around the world, so please note the extended handling time on certain listings.
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ISBN: 1107039460
ISBN10: 1107039460
ISBN13: 9781107039469
EAN: 9781107039469
MPN: does not apply
Brand: Cambridge University Press
GTIN: 09781107039469
Number of Pages: 688 Pages
Publication Name: Long-Range Dependence and Self-Similarity
Language: English
Publisher: Cambridge University Press
Publication Year: 2017
Item Height: 1.7 in
Subject: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Probability & Statistics / Time Series
Type: Textbook
Item Weight: 50.1 Oz
Author: Murad S. Taqqu, Vladas Pipiras
Item Length: 10.2 in
Subject Area: Mathematics
Series: Cambridge Series in Statistical and Probabilistic Mathematics Ser.
Item Width: 7.2 in
Format: Hardcover
