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 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

the mathematics of financial modeling & investment management The Mathematics of Financial Modeling & Investment Management covers a wide range of technical top

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