Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence
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Published By Springer International Publishing

9783319455747, 9783319455754

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Long-Range Dependence as a Phase Transition

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_9 ◽

2016 ◽

pp. 285-361

Author(s):

Gennady Samorodnitsky

Keyword(s):

Phase Transition ◽

Long Range ◽

Long Range Dependence

Self-Similar Processes

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_8 ◽

2016 ◽

pp. 247-283

Author(s):

Gennady Samorodnitsky

Keyword(s):

Self Similar

Second-Order Theory of Long-Range Dependence

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_6 ◽

2016 ◽

pp. 193-228

Author(s):

Gennady Samorodnitsky

Keyword(s):

Long Range ◽

Order Theory ◽

Second Order ◽

Long Range Dependence

Heavy Tails

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_4 ◽

2016 ◽

pp. 133-173

Author(s):

Gennady Samorodnitsky

Keyword(s):

Heavy Tails

Elements of Ergodic Theory of Stationary Processes and Strong Mixing

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_2 ◽

2016 ◽

pp. 27-71

Author(s):

Gennady Samorodnitsky

Keyword(s):

Ergodic Theory ◽

Strong Mixing ◽

Stationary Processes

Fractionally Differenced and Fractionally Integrated Processes

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_7 ◽

2016 ◽

pp. 229-246

Author(s):

Gennady Samorodnitsky

Keyword(s):

Integrated Processes

Infinitely Divisible Processes

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_3 ◽

2016 ◽

pp. 73-132 ◽

Cited By ~ 1

Author(s):

Gennady Samorodnitsky

Keyword(s):

Infinitely Divisible ◽

Infinitely Divisible Processes

Stationary Processes

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_1 ◽

2016 ◽

pp. 1-26

Author(s):

Gennady Samorodnitsky

Keyword(s):

Stationary Processes

Appendix

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_10 ◽

2016 ◽

pp. 363-404

Author(s):

Gennady Samorodnitsky

Introduction to Long-Range Dependence

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence ◽

10.1007/978-3-319-45575-4_5 ◽

2016 ◽

pp. 175-191 ◽

Cited By ~ 1

Author(s):

Gennady Samorodnitsky

Keyword(s):

Long Range ◽

Long Range Dependence

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range DependenceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Long-Range Dependence as a Phase Transition

Self-Similar Processes

Second-Order Theory of Long-Range Dependence

Heavy Tails

Elements of Ergodic Theory of Stationary Processes and Strong Mixing

Fractionally Differenced and Fractionally Integrated Processes

Infinitely Divisible Processes

Stationary Processes

Appendix

Introduction to Long-Range Dependence

Springer Series in Operations Research and Financial Engineering - Stochastic Processes and Long Range Dependence
Latest Publications