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Stochastic processes and long range dependence
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 abse...
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| Lenguaje: | eng |
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Springer
2016
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-45575-4 http://cds.cern.ch/record/2237378 |