| 000 | 02419nam a22003858i 4500 | ||
|---|---|---|---|
| 001 | CR9781139600347 | ||
| 003 | UkCbUP | ||
| 005 | 20240912185227.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 121115s2017||||enk o ||1 0|eng|d | ||
| 020 | _a9781139600347 (ebook) | ||
| 020 | _z9781107039469 (hardback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
||
| 050 | 0 | 0 |
_aQA274.9 _b.P57 2017 |
| 082 | 0 | 0 |
_a519.2/3 _223 |
| 100 | 1 |
_aPipiras, Vladas, _eauthor. |
|
| 245 | 1 | 0 |
_aLong-range dependence and self-similarity / _cVladas Pipiras, University of North Carolina, Chapel Hill, Murad S. Taqqu, Boston University. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2017. |
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| 300 |
_a1 online resource (xxiii, 668 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 |
_aCambridge series in statistical and probabilistic mathematics ; _v45 |
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| 500 | _aTitle from publisher's bibliographic system (viewed on 25 May 2017). | ||
| 520 | _aThis 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. | ||
| 650 | 0 | _aSelf-similar processes. | |
| 650 | 0 | _aTime-series analysis. | |
| 650 | 0 | _aGaussian processes. | |
| 700 | 1 |
_aTaqqu, Murad S., _eauthor. |
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| 776 | 0 | 8 |
_iPrint version: _z9781107039469 |
| 830 | 0 |
_aCambridge series on statistical and probabilistic mathematics ; _v45. |
|
| 856 | 4 | 0 | _uhttps://doi.org/10.1017/CBO9781139600347 |
| 942 |
_2ddc _cEB |
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| 999 |
_c10180 _d10180 |
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