Gennady Samorodnitsky: 1 book

Book cover of Stochastic Processes and Long Range Dependence
by Gennady Samorodnitsky
Language: English
Release Date: November 9, 2016

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 absence...
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