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 |
Indholdsfortegnelse:
- Permutation and bootstrap statistics under infinite variance Max Stable Processes: Representations, Ergodic Properties and Statistical Applications Best attainable rates of convergence for the estimation of the memory parameter Harmonic analysis tools for statistical inference in the spectral domain On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes A new look at measuring dependence Robust regression with infinite moving average errors A note on the monitoring of changes in linear models with dependent errors Testing for homogeneity of variance in the wavelet domain