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01716nam a2200301 a 4500 |
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20171111234723.0 |
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030515s2002 njua ob 001 0 eng d |
| 020 |
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|a 1400814243
|q (electronic bk.)
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| 020 |
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|a 9781400814244
|q (electronic bk.)
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|a 9781400825103
|q (electronic bk.)
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|a 1400825105
|q (electronic bk.)
|z 0691096279
|q (alk. paper)
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| 040 |
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|a N$T
|b eng
|e pn
|z 9780691096278
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| 050 |
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4 |
|a QA274.9
|b .E43 2002eb
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| 100 |
1 |
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|a Embrechts, Paul,
|d 1953-
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| 245 |
1 |
0 |
|a Selfsimilar processes /
|c Paul Embrechts and Makoto Maejima.
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| 260 |
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|a Princeton, N.J. :
|b Princeton University Press,
|c ©2002.
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| 300 |
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|a 1 online resource (x, 111 pages) :
|b illustrations.
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| 490 |
1 |
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|a Princeton series in applied mathematics
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| 504 |
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|a Includes bibliographical references (pages 101-108) and index.
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| 505 |
0 |
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|a Contents; Preface; Chapter 1. Introduction; Chapter 2. Some Historical Background; Chapter 3. Selfsimilar Processes with Stationary Increments; Chapter 4. Fractional Brownian Motion; Chapter 5. Selfsimilar Processes with Independent Increments; Chapter 6. Sample Path Properties of Selfsimilar Stable Processes with Stationary Increments; Chapter 7. Simulation of Selfsimilar Processes; Chapter 8. Statistical Estimation; Chapter 9. Extensions; References; Index.
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| 650 |
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|a Self-similar processes.
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| 650 |
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|a Distribution (Probability theory)
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| 650 |
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7 |
|a MATHEMATICS
|x Probability & Statistics
|x Stochastic Processes.
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| 650 |
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7 |
|a Distribution (Probability theory)
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| 700 |
1 |
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|a Maejima, Makoto.
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| 856 |
4 |
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|u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=81049
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| 952 |
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|a CY-NiOUC
|b 5a04649c6c5ad14ac1eeb82e
|c 998a
|d 945l
|e -
|t 1
|x m
|z Books
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