5837 results in Econometrics and mathematical methods
8 - Series Representations of Fractional Brownian Motion
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 437-465
-
- Chapter
- Export citation
9 - Multidimensional Models
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 466-538
-
- Chapter
- Export citation
Appendix D - Other Notes and Topics
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 610-612
-
- Chapter
- Export citation
Expanded Contents
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp ix-xiv
-
- Chapter
- Export citation
Appendix A - Auxiliary Notions and Results
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 575-587
-
- Chapter
- Export citation
1 - A Brief Overview of Time Series and Stochastic Processes
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 1-14
-
- Chapter
- Export citation
Index
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 660-668
-
- Chapter
- Export citation
6 - Fractional Calculus and Integration of Deterministic Functions with Respect to FBM
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 345-396
-
- Chapter
- Export citation
Notation
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp xvii-xx
-
- Chapter
- Export citation
3 - Physical Models for Long-Range Dependence and Self-Similarity
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 113-228
-
- Chapter
- Export citation
Dedication
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp v-vi
-
- Chapter
- Export citation
Contents
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp vii-viii
-
- Chapter
- Export citation
Bibliography
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 613-659
-
- Chapter
- Export citation
Preface
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp xxi-xxiv
-
- Chapter
- Export citation
2 - Basics of Long-Range Dependence and Self-Similarity
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 15-112
-
- Chapter
- Export citation
10 - Maximum Likelihood Estimation Methods
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 539-574
-
- Chapter
- Export citation
Frontmatter
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp i-iv
-
- Chapter
- Export citation
List of Abbreviations
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp xv-xvi
-
- Chapter
- Export citation
5 - Non-Central and Central Limit Theorems
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 282-344
-
- Chapter
- Export citation
Appendix C - Basics of Malliavin Calculus
-
- Book:
- Long-Range Dependence and Self-Similarity
- Published online:
- 11 May 2017
- Print publication:
- 18 April 2017, pp 602-609
-
- Chapter
- Export citation