Vladas Pipiras is Professor of Statistics and Operations Research at the University of North Carolina, Chapel Hill. His research focuses on stochastic processes exhibiting long-range dependence, self-similarity, and other scaling phenomena, as well as on stable, extreme-value and other distributions possessing heavy tails. His other current interests include high-dimensional time series, sampling issues for 'big data', and stochastic dynamical systems, with applications in econometrics, neuroscience, engineering, computer science, and other areas. He has written over fifty research papers and is coauthor of A Basic Course in Measure and Probability: Theory for Applications (with Ross Leadbetter and Stamatis Cambanis, Cambridge, 2014)
Télécharger le livre :  Stable Non-Gaussian Self-Similar Processes with Stationary Increments

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages.  The authors present a way to describe and classify these processes by relating them to so-called deterministic...
Editeur : Springer
Parution : 2017-08-31
Collection : SpringerBriefs in Probability and Mathematical Statistics
Format(s) : PDF, ePub
52,74

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