Structured Dependence between Stochastic Processes
«'This is a timely book on an important topic, and it is well written.' John Masson Noble, MathSciNet»
The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Les mer
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Detaljer
- Forlag
- Cambridge University Press
- Innbinding
- Innbundet
- Språk
- Engelsk
- ISBN
- 9781107154254
- Utgivelsesår
- 2020
- Format
- 24 x 17 cm
Anmeldelser
«'This is a timely book on an important topic, and it is well written.' John Masson Noble, MathSciNet»
«'The authors follow good traditions, starting with exact definitions, commenting on essential properties, asking appropriate questions, formulating theorems, lemmas or propositions and giving explicit conditions under which complete proofs are provided for the statements.' Jordan M. Stoyanov, zbMATH»