Hakutulokset: Kirjoja kirjailijalta Murad Taqqu
yhteensä 17 hakutulosta
Stochastic Processes and Related Topics
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a …
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 …
Dependence in Probability and Statistics
Stochastic Processes and Related Topics
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod- els. Stamatis Cambanis, a …
Theory and Applications of Long-Range Dependence
The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly …
New Directions in Time Series Analysis
This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time …
Wiener Chaos: Moments, Cumulants and Diagrams
The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It …
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 …
Dependence in Probability and Statistics
Wiener Chaos: Moments, Cumulants and Diagrams
The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogonal polynomials associated with probability distributions on the real line. It …
Long-Range Dependence and Self-Similarity
This 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 …
Long-Range Dependence and Self-Similarity
This 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 …