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Theory and Applications of Long-Range Dependence
Paul Doukhan
Hardcover
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• Author(s): Paul Doukhan • Publisher: Springer • Publisher Imprint: Birkhauser • BISAC: Probability & Statistics - GeneralTime series research has been an area of considerable research activity over the past several decades. The essential in...
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Mixing: Properties and Examples
Paul Doukhan
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• Author(s): Paul Doukhan • Publisher: Springer • Publisher Imprint: Springer • BISAC: Probability & Statistics - GeneralMixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space...
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Stochastic Models for Time Series
Paul Doukhan
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• Author(s): Paul Doukhan • Publisher: Springer • Publisher Imprint: Springer • BISAC: Probability & Statistics - GeneralFrom the Back CoverThis book presents essential tools for modelling non-linear time series. The first part of the book de...
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