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Biographie et livres de Murad S. Taqqu

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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
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Téléchargez le livre :  Stable Non-Gaussian Self-Similar Processes with Stationary Increments
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Stable Non-Gaussian Self-Similar Processes with Stationary Increments

Vladas Pipiras , Murad S. Taqqu


Springer

2017-08-31

PDF, ePub

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages.  The authors present a way to describe and classify these processes by relating them to...

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