Dependence in Probability and Statistics

Language: English

Published by Springer, Berlin, Springer, 2010

364214103X / 9783642141034

Series: Book 46 of 72 - Lecture Notes in Statistics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9783642141034

Title
Dependence in Probability and Statistics
Author
Paul Doukhan
Publisher
Springer, Berlin, Springer
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
364214103X
ISBN 13
9783642141034
Item weight
362 grams
Dimensions
234x156x14 mm
Series
Book 46 of 72: Lecture Notes in Statistics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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