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Stochastic Processes and Long Range Dependence

Overview of attention for book
Cover of 'Stochastic Processes and Long Range Dependence'

Table of Contents

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    Book Overview
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    Chapter 1 Stationary Processes
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    Chapter 2 Elements of Ergodic Theory of Stationary Processes and Strong Mixing
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    Chapter 3 Infinitely Divisible Processes
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    Chapter 4 Heavy Tails
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    Chapter 5 Introduction to Long-Range Dependence
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    Chapter 6 Second-Order Theory of Long-Range Dependence
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    Chapter 7 Fractionally Differenced and Fractionally Integrated Processes
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    Chapter 8 Self-Similar Processes
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    Chapter 9 Long-Range Dependence as a Phase Transition
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    Chapter 10 Appendix
Attention for Chapter 6: Second-Order Theory of Long-Range Dependence
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