Dependence in Probability and Statistics (Lecture Notes in Statistics) by Paul Doukhan
English | Aug 10, 2010 | ISBN: 364214103X | 224 Pages | PDF | 1 MB
English | Aug 10, 2010 | ISBN: 364214103X | 224 Pages | PDF | 1 MB
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.