Bøger af Gennady Samorodnitsky

This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory).

Offer a wide ranging survey of the ideas, models and techniques associated with the notion of long memory. The book begins with a historical survey going back to W. Hurst and the Nile river data, and goes on to discuss the various traditional and new points of view on long range dependence.