Dependence in probability and statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. The book covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in...
Enregistré dans:
| Auteur principal: | |
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| Autres auteurs: | , |
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Édition: | 1st ed. 2006. |
| Collection: | Lecture Notes in Statistics
187 |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Description d'après consultation du 17 mars 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Dependence in probability and statistics, Patrice Bertail, Paul Doukhan, Philippe Soulier (editors), 2006, New York (N.Y.), Springer, 1 vol. (VIII-492 p.), Lecture notes in statistics, 0-387-31741-4 • Dependence in Probability and Statistics, Texte imprimé, 9780387511948 • Dependence in probability and statistics, Patrice Bertail, Paul Doukhan, Philippe Soulier (editors), 2006, New York (N.Y.), Springer, 1 vol. (VIII-492 p.), Lecture notes in statistics, 0-387-31741-4 |
Table des matières:
- Weak dependence and related concepts Regeneration-based statistics for Harris recurrent Markov chains Subgeometric ergodicity of Markov chains Limit Theorems for Dependent U-statistics Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems. Parametrized Kantorovich-Rubinštein theorem and application to the coupling of random variables Exponential inequalities and estimation of conditional probabilities Martingale approximation of non adapted stochastic processes with nonlinear growth of variance Strong dependence Almost periodically correlated processes with long memory Long memory random fields Long Memory in Nonlinear Processes A LARCH(?) Vector Valued Process On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics Statistical Estimation and Applications On Efficient Inference in GARCH Processes Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions Convergence rates for density estimators of weakly dependent time series Variograms for spatial max-stable random fields A non-stationary paradigm for the dynamics of multivariate financial returns Multivariate Non-Linear Regression with Applications Nonparametric estimator of a quantile function for the probability of event with repeated data