图书简介

List of abbreviations; Notation; Preface; 1. A brief overview of times series and stochastic processes; 2. Basics of long-range dependence and self-similarity; 3. Physical models for long-range dependence and self-similarity; 4. Hermite processes; 5. Non-central and central limit theorems; 6. Fractional calculus and integration of deterministic functions with respect to FBM; 7. Stochastic integration with respect to fractional Brownian motion; 8. Series representations of fractional Brownian motion; 9. Multidimensional models; 10. Maximum likelihood estimation methods; Appendix A. Auxiliary notions and results; Appendix B. Integrals with respect to random measures; Appendix C. Basics of Malliavin calculus; Appendix D. Other notes and topics; Bibliography; Index.

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