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Found 1 from your keywords: author=Gennady Samorodnitsky
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Stochastic Processes and Long Range Dependence
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Gennady Samorodnitsky

This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochast…

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