Dependence in probability and statistics
This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the depe...
Enregistré dans:
| Hovedforfatter: | |
|---|---|
| Andre forfattere: | , , |
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Udgivelse: | 1st ed. 2010. |
| Serier: | Lecture Notes in Statistics
200 |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
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, Paul Doukhan... [et al.], editors, Heidelberg, Springer, 2010, 1 vol. (XV-205 p.), Lecture notes in statistics, 978-3-642-14103-4 • Dependence in probability and statistics, Paul Doukhan... [et al.], editors, Heidelberg, Springer, 2010, 1 vol. (XV-205 p.), Lecture notes in statistics, 978-3-642-14103-4 • Dependence in Probability and Statistics, Texte imprimé, 9783642141058 |
| Summary: | This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the dependence structure of max-stable processes, and the statistical properties of spectral estimators of the long memory parameter. The asymptotic behavior of Fejér graph integrals and their use for proving central limit theorems for tapered estimators are investigated. New multifractal processes are introduced and their multifractal properties analyzed. Wavelet-based methods are used to study multifractal processes with different multiresolution quantities, and to detect changes in the variance of random processes. Linear regression models with long-range dependent errors are studied, as is the issue of detecting changes in their parameters |
|---|---|
| Emne beskrivelse: | Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| ISBN: | 9783642141041 |
| ISSN: | 2197-7186 |
| Adgang: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |