Selfsimilar Processes by Paul Embrechts, Makoto Maejima (Hardback, 2002)

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After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes.