Long-Range Dependence and Self-Similarity

DOI10.1017/CBO9781139600347zbMath1377.60005MaRDI QIDQ5277859

Publication date: 12 July 2017

time series self-similarity stochastic calculus long-range dependence

Random fields (60G60) Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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