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Dependence in Probability and Statistics - Paul Doukhan
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Paul Doukhan:
Dependence in Probability and Statistics - Taschenbuch

ISBN: 9783642141034

[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - This volume contains several contributions on the general theme of dependence for several classes of stochastic processes, andits implicationson asymptoticproperties of various statistics and on statistical inference issues in statistics and econometrics. The chapter by Berkes, Horváth and Schauer is a survey on their recent results on bootstrap and permutation statistics when the negligibility condition of classical central limit theory is not satis ed. These results are of interest for describing the asymptotic properties of bootstrap and permutation statistics in case of in nite va- ances, and for applications to statistical inference, e.g., the change-point problem. The paper by Stoev reviews some recent results by the author on ergodicity of max-stable processes. Max-stable processes play a central role in the modeling of extreme value phenomena and appear as limits of component-wise maxima. At the presenttime,arathercompleteandinterestingpictureofthedependencestructureof max-stable processes has emerged,involvingspectral functions, extremalstochastic integrals, mixed moving maxima, and other analytic and probabilistic tools. For statistical applications, the problem of ergodicity or non-ergodicity is of primary importance., DE, [SC: 0.00], Neuware, gewerbliches Angebot, FixedPrice, 205, [GW: 348g], offene Rechnung (Vorkasse vorbehalten), PayPal, Banküberweisung

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Dependence in Probability and Statistics - Paul Doukhan
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Paul Doukhan:
Dependence in Probability and Statistics - Taschenbuch

ISBN: 9783642141034

[ED: Taschenbuch], [PU: Springer-Verlag GmbH], Neuware - This volume contains several contributions on the general theme of dependence for several classes of stochastic processes, andits implicationson asymptoticproperties of various statistics and on statistical inference issues in statistics and econometrics. The chapter by Berkes, Horváth and Schauer is a survey on their recent results on bootstrap and permutation statistics when the negligibility condition of classical central limit theory is not satis ed. These results are of interest for describing the asymptotic properties of bootstrap and permutation statistics in case of in nite va- ances, and for applications to statistical inference, e.g., the change-point problem. The paper by Stoev reviews some recent results by the author on ergodicity of max-stable processes. Max-stable processes play a central role in the modeling of extreme value phenomena and appear as limits of component-wise maxima. At the presenttime,arathercompleteandinterestingpictureofthedependencestructureof max-stable processes has emerged,involvingspectral functions, extremalstochastic integrals, mixed moving maxima, and other analytic and probabilistic tools. For statistical applications, the problem of ergodicity or non-ergodicity is of primary importance., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 236x158x15 mm, 205, [GW: 348g], Banküberweisung, PayPal

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Dependence in Probability and Statistics
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Dependence in Probability and Statistics - neues Buch

ISBN: 9783642141034

ID: 978364214103

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. Books, Science and Nature, Dependence in Probability and Statistics Books>Science and Nature, Springer Berlin Heidelberg

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Dependence in Probability and Statistics - Doukhan, Paul (Herausgeber); Lang, Gabriel (Herausgeber); Surgailis, Donatas (Herausgeber); Teyssière, Gilles (Herausgeber)
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Doukhan, Paul (Herausgeber); Lang, Gabriel (Herausgeber); Surgailis, Donatas (Herausgeber); Teyssière, Gilles (Herausgeber):
Dependence in Probability and Statistics - neues Buch

2010, ISBN: 364214103X

ID: A9599695

Kartoniert / Broschiert Mathematik / Statistik, Statistik, mit Schutzumschlag neu, [PU:Springer-Verlag GmbH]

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Dependence in Probability and Statistics
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Dependence in Probability and Statistics - neues Buch

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Details zum Buch
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 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.

Detailangaben zum Buch - Dependence in Probability and Statistics


EAN (ISBN-13): 9783642141034
ISBN (ISBN-10): 364214103X
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2010
Herausgeber: Springer-Verlag GmbH
205 Seiten
Gewicht: 0,348 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 06.07.2007 17:27:14
Buch zuletzt gefunden am 23.06.2017 10:12:50
ISBN/EAN: 9783642141034

ISBN - alternative Schreibweisen:
3-642-14103-X, 978-3-642-14103-4


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