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Processes with Long-Range Correlations: Theory and Applications by Govindan Rang

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By Govindan Rangarajan, Mingzhou Ding. Edited by Govindan Rangarajan. - Fractional Brownian Motion and Fractional Gaussian Noise. - Scaling and Wavelets: An Introductory Walk. - From Stationarity to Self-similarity, and Back: Variations on the Lamperti Transformation.

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ISBN-13:

9783540401292
Book Title:

Processes with Long-Range Correlations
ISBN:

9783540401292

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