Long-Range Dependence and Self-Similarity: 45 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 45) - Hardcover

Pipiras, Vladas; Taqqu, Murad S.

Hardcover

ISBN 10: 1107039460 ISBN 13: 9781107039469

Publisher: Cambridge University Press, 2017

Synopsis

A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.

About this title

About the Authors

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)

Murad S. Taqqu's research involves self-similar processes, their connection to time series with long-range dependence, the development of statistical tests, and the study of non-Gaussian processes whose marginal distributions have heavy tails. He has written more than 250 scientific papers and is coauthor of Stable Non-Gaussian Random Processes (with Gennady Samorodnitsky, 1994). Professor Taqqu is a Fellow of the Institute of Mathematical Statistics and has been elected Member of the International Statistical Institute. He has received a number of awards, including a John Simon Guggenheim Fellowship, the 1995 William J. Bennett Award, the 1996 Institute of Electrical and Electronics Engineers W. R. G. Baker Prize, the 2002 EURASIP Best Paper in Signal Processing Award, and the 2006 Association for Computing Machinery Special Interest Group on Data Communications (ACM SIGCOMM) Test of Time Award.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2017
• Language: English
• ISBN 10: 1107039460
• ISBN 13: 9781107039469
• Binding: Hardcover
• Number of pages: 688