Dependence in Probability and Statistics

• Corporate Author: SpringerLink (Online service)
• Other Authors: Doukhan, Paul (Editor), Lang, Gabriel (Editor), Surgailis, Donatas (Editor), Teyssière, Gilles (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
• Series: Lecture Notes in Statistics, 200
• Subjects: 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...