000			01396cam a2200337 i 4500
999			_c38926 _d38926
001			19546769
005			20190212101350.0
008			170310s2017 enka b 001 0 eng
010			_a 2017011183
020			_a9781107039469 (alk. paper)
020			_a1107039460 (alk. paper)
040			_aDLC _beng _cDLC _erda _dDLC
042			_apcc
050	0	0	_aQA274.9 _b.P57 2017
082	0	0	_a519.23 PIP-V _223
100	1		_aPipiras, Vladas.
245	1	0	_aLong-range dependence and self-similarity / _cVladas Pipiras, University of North Carolina, Chapel Hill, Murad S. Taqqu, Boston University.
260			_aUK _bCambridge _c2017
300			_axxiii, 668 pages : _billustrations ; _c26 cm.
365			_aGBP _b71.99
490	0		_aCambridge series in statistical and probabilistic mathematics ; _v45
500			_aThis modern and comprehensive guide to long-range dependence and self-similarity starts with rigorous coverage of the basics, then moves on to cover more specialized, up-to-date topics central to current research. These topics concern, but are not limited to, physical models that give rise to long-range dependence and self-similarity; central and non-central limit theorems for long-range dependent series, and the limiting Hermite processes; fractional Brownian motion and its stochastic calculus; several celebrated decompositions of fractional Brownian motion; multidimensional models for long-range dependence and self-similarity; and maximum likelihood estimation methods for long-range dependent time series. Designed for graduate students and researchers, each chapter of the book is supplemented by numerous exercises, some designed to test the reader's understanding, while others invite the reader to consider some of the open research problems in the field today.
504			_aIncludes bibliographical references (pages 613-659) and index.
650		0	_aSelf-similar processes.
650		0	_aTime-series analysis.
650		0	_aGaussian processes.
700	1		_aTaqqu, Murad S.
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
955			_brl03 2017-03-10 _irl03 2017-03-10 to Dewey _axn12 2017-06-29 1 copy rec'd., to CIP ver.