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Long-Range Dependence and Self-Similarity
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4 - Hermite Processes
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- 18 April 2017, pp 229-281
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7 - Stochastic Integration with Respect to Fractional Brownian Motion
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- 18 April 2017, pp 397-436
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Appendix B - Integrals with Respect to Random Measures
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- 18 April 2017, pp 588-601
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8 - Series Representations of Fractional Brownian Motion
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- 18 April 2017, pp 437-465
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9 - Multidimensional Models
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- 18 April 2017, pp 466-538
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Appendix D - Other Notes and Topics
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- 18 April 2017, pp 610-612
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Expanded Contents
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- 18 April 2017, pp ix-xiv
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Appendix A - Auxiliary Notions and Results
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- 18 April 2017, pp 575-587
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1 - A Brief Overview of Time Series and Stochastic Processes
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- 18 April 2017, pp 1-14
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Index
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- 18 April 2017, pp 660-668
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6 - Fractional Calculus and Integration of Deterministic Functions with Respect to FBM
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- 18 April 2017, pp 345-396
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Notation
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- 18 April 2017, pp xvii-xx
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3 - Physical Models for Long-Range Dependence and Self-Similarity
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- 18 April 2017, pp 113-228
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Dedication
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Contents
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- 18 April 2017, pp vii-viii
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Bibliography
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- 18 April 2017, pp 613-659
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Preface
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- 18 April 2017, pp xxi-xxiv
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2 - Basics of Long-Range Dependence and Self-Similarity
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- 18 April 2017, pp 15-112
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10 - Maximum Likelihood Estimation Methods
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- 18 April 2017, pp 539-574
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