The Resource Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book)
Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book)
Resource Information
The item Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- x, 111 p.
- Label
- Selfsimilar processes
- Title
- Selfsimilar processes
- Statement of responsibility
- Paul Embrechts and Makoto Maejima
- 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
- 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)
- 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)
- 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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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Selfsimilar-processes-Paul-Embrechts-and-Makoto/INUO4ObKqEs/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Selfsimilar-processes-Paul-Embrechts-and-Makoto/INUO4ObKqEs/">Selfsimilar processes, Paul Embrechts and Makoto Maejima, (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
