Dependence in Probability and Statistics
Paul Doukhan, Gabriel Lang, Donatas Surgailis, Gilles Teyssière
Springer Science & Business Media, Jul 23, 2010 - Mathematics - 205 pages
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.
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