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Stable non-Gaussian self-similar processes with stationary increments

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The authors present a way to describe and classify these processes by relating them to so-called deterministic flows. The first sections in the book re...

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Detalles Bibliográficos
Autores principales: Pipiras, Vladas, Taqqu, Murad S
Lenguaje:eng
Publicado: Springer 2017
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-62331-3
http://cds.cern.ch/record/2282062