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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.
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
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Lecture Notes in Statistics
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Springer-Verlag Berlin and Heidelberg GmbH & Co. K
13 Illustrations, black and white; XV, 205 p. 13 illus.
Donatas Surgailis, Gabriel Lang, Gilles Teyssiere, Paul Doukhan