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

Brand new: lowest price

AU $93.32

Free postage
List price AU $122.99 Save 24%
  • Get it by Fri, 13 Apr - Fri, 20 Apr from Gloucester, United Kingdom
  • Brand new condition
  • • Returns accepted - 30 days money back
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay - a phenomenon often referred to as long-memory or long-range dependence.