Selfsimilar processes /
| Main Author: | |
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| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Princeton, N.J. :
Princeton University Press,
©2002.
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| Series: | Princeton series in applied mathematics
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| Subjects: | |
| Online Access: | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=81049 |
Table of Contents:
- 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.