Dependence in Probability and Statistics

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Doukhan, Paul (Επιμελητής έκδοσης), Lang, Gabriel (Επιμελητής έκδοσης), Surgailis, Donatas (Επιμελητής έκδοσης), Teyssière, Gilles (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Σειρά: Lecture Notes in Statistics, 200
• Θέματα: Mathematics.; Computer mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Computational Mathematics and Numerical Analysis.; Statistics and Computing/Statistics Programs.; Statistical Theory and Methods.

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...

Πίνακας περιεχομένων:

• 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.