Stochastic Analysis of Scaling Time Series (English, François G. Schmitt | Yongxiang Huang)
by François G. Schmitt | Yongxiang Huang
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About the Book
Multi-scale systems, involving complex interacting processes that occur over a range of temporal and spatial scales, are present in a broad range of disciplines. Several methodologies exist to retrieve this multi-scale information from a given time series; however, each method has its own limitations. This book presents the mathematical theory behind the stochastic analysis of scaling time series, including a general historical introduction to th…
ISBN: 9781107067615
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