The Resource Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book)

Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book)

Label
Selfsimilar processes
Title
Selfsimilar processes
Statement of responsibility
Paul Embrechts and Makoto Maejima
Creator
Contributor
Subject
Language
eng
Summary
The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful. Selfsimilarity t
Member of
Cataloging source
CaPaEBR
http://library.link/vocab/creatorDate
1953-
http://library.link/vocab/creatorName
Embrechts, Paul
Dewey number
519.2/4
Illustrations
illustrations
Index
index present
LC call number
QA274.9
LC item number
.E43 2002eb
Literary form
non fiction
Nature of contents
  • standards specifications
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
Maejima, Makoto
http://library.link/vocab/subjectName
  • Distribution (Probability theory)
  • Self-similar processes
Label
Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10284069
Dimensions
unknown
Extent
x, 111 p.
Form of item
electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
ebr10284069
Dimensions
unknown
Extent
x, 111 p.
Form of item
electronic
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Original version note
Original electronic resource
Other physical details
ill.
Reproduction note
Electronic resource.
Specific material designation
remote

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