Bøger af Gennady Samorodnitsky

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.

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).