This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments liv

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

This book offers an introduction to the field of stochastic analysis of Hermite processes. These selfsimilar stochastic processes with stationary increments liv

This book serves as a standard reference, making this area accessible not only to researchers in probability and statistics, but also to graduate students and p

The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these