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