Vladas Pipiras, Murad S. Taqqu

Gebundenes Buch

Long-Range Dependence and Self-Similarity

Beschreibung

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

Autor

Vladas Pipiras is Professor of Statistics and Operations Research at the University of North Carolina, Chapel Hill. His research focuses on stochastic processes exhibiting long-range dependence, self-similarity, and other scaling phenomena, as well as on stable, extreme-value and other distributions possessing heavy tails. His other current interests include high-dimensional time series, sampling issues for 'big data', and stochastic dynamical systems, with applications in econometrics, neuroscience, engineering, computer science, and other areas. He has written over fifty research papers and is coauthor of A Basic Course in Measure and Probability: Theory for Applications (with Ross Leadbetter and Stamatis Cambanis, Cambridge, 2014)

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 694
• Erscheinungstermin: 6. März 2019
• Englisch
• Abmessung: 260mm x 183mm x 41mm
• Gewicht: 1478g
• ISBN-13: 9781107039469
• ISBN-10: 1107039460
• Artikelnr.: 47720684