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Chapter 1. Introduction

Chapters in this book

  1. Frontmatter i
  2. Contents vii
  3. Chapter 1. Introduction 1
  4. Chapter 2. Some Historical Background 13
  5. Chapter 3. Self similar Processes with Stationary Increments 19
  6. Chapter 4. Fractional Brownian Motion 43
  7. Chapter 5. Self similar Processes with Independent Increments 57
  8. Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments 63
  9. Chapter 7. Simulation of Self similar Processes 67
  10. Chapter 8. Statistical Estimation 81
  11. Chapter 9. Extensions 93
  12. References 101
  13. Index 109
Selfsimilar Processes
This chapter is in the book Selfsimilar Processes
https://doi.org/10.1515/9781400825103.1

Chapters in this book

  1. Frontmatter i
  2. Contents vii
  3. Chapter 1. Introduction 1
  4. Chapter 2. Some Historical Background 13
  5. Chapter 3. Self similar Processes with Stationary Increments 19
  6. Chapter 4. Fractional Brownian Motion 43
  7. Chapter 5. Self similar Processes with Independent Increments 57
  8. Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments 63
  9. Chapter 7. Simulation of Self similar Processes 67
  10. Chapter 8. Statistical Estimation 81
  11. Chapter 9. Extensions 93
  12. References 101
  13. Index 109
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