1.

Record Nr.

UNICAMPANIAVAN0115394

Autore

Samorodnitsky, Gennady

Titolo

Stochastic processes and long range dependence / Gennady Samorodnitsky

Pubbl/distr/stampa

[Cham], : Springer, 2016

Titolo uniforme

Stochastic processes and long range dependence

Descrizione fisica

XI, 415 p. : ill. ; 24 cm

Soggetti

60G10 - Stationary stochastic processes [MSC 2020]

60G18 - Self-similar stochastic processes [MSC 2020]

60E07 - Infinitely divisible distributions; stable distributions [MSC 2020]

60G52 - Stable stochastic processes [MSC 2020]

60G22 - Fractional processes, including fractional Brownian motion [MSC 2020]

60F17 - Functional limit theorems; invariance principles [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia