Paul Doukhan (75 results)
Language: English
Published by Springer, New York 2006
Series: Lecture Notes in Statistics, Book 33 of 72. Book 33 of 72 - Lecture Notes in Statistics
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viii, 492p., stiff library boards, ex libris (Lecture notes in statistics, 187).
Language: English
Published by Springer, New York, NY 2006
Series: Lecture Notes in Statistics, Book 33 of 72. Book 33 of 72 - Lecture Notes in Statistics
- Softcover
- First Edition
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Paperback. Condition: Very Good. 1st Edition. 492 pp. Tightly bound. Spine not compromised. Text is free of markings. No ownership markings. NOTE: The word "USED" neatly stamped on the top fore-edge. First Edition / First Printing. 9,8,7,6,5,4,3,2,1.
Language: English
Published by Springer, New York, NY 2006
Series: Lecture Notes in Statistics, Book 33 of 72. Book 33 of 72 - Lecture Notes in Statistics
- Softcover
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Paperback. Condition: Very Good. 489 pp. Tightly bound. Spine not compromised. Text is free of markings. NOTE: The word "USED" is neatly stamped on the top fore-edge. Lecture Notes In Statistics 187.
Language: English
Published by Springer New York 2006
Series: Lecture Notes in Statistics, Book 33 of 72. Book 33 of 72 - Lecture Notes in Statistics
- Softcover
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Condition: Very Good. 2006th Edition. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
Dependence in Probability and Statistics
Doukhan, Paul (EDT); Lang, Gabriel (EDT); Surgailis, Donatas (EDT); Teyssiere, Gilles (EDT)
Language: English
Published by Springer 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
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Language: English
Published by Springer 8/11/2010 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
- Softcover
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Paperback or Softback. Condition: New. Dependence in Probability and Statistics. Book.
Dependence in Probability and Statistics
Doukhan, Paul (EDT); Lang, Gabriel (EDT); Surgailis, Donatas (EDT); Teyssiere, Gilles (EDT)
Language: English
Published by Springer 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
- Softcover
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Language: English
Published by Springer 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
- Softcover
- First Edition
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Language: English
Published by Springer 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
- Softcover
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Dependence in Probability and Statistics
Doukhan, Paul (EDT); Lang, Gabriel (EDT); Surgailis, Donatas (EDT); Teyssiere, Gilles (EDT)
Language: English
Published by Springer 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
- Softcover
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Language: English
Published by Springer 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
- Softcover
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Condition: New. pp. 228.
Language: English
Published by Springer 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
- Softcover
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Dependence in Probability and Statistics
Doukhan, Paul (EDT); Lang, Gabriel (EDT); Surgailis, Donatas (EDT); Teyssiere, Gilles (EDT)
Language: English
Published by Springer 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
- Softcover
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Language: English
Published by Springer 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
- Softcover
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- Hardcover
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Hardcover. Condition: Good. Oversized & heavy hardcover, x + 719 pages. Stamped "withdrawn". A thick black marker line on upper page edges externally; a couple of blank stickers inside the front board; neatly removed title page. Else book shows little wear, interior is clean and bright with unmarked text, firmly bound. Issued wi…thout a dust jacket. -- Contents: Preface; Part A: Theory I. Probability -- Fractional Brownian Motion and Long-Range Dependence; Historical Comments Related to Fractional Brownian Motion; Models, Inequalities and Limit Theorems for Stationary Sequences; Limit Theorems Under Seasonal Long-Memory; CLTs for Polynomials of Linear Sequences: Diagram Formula with Illustrations; Non-CLTs: U-Statistics, Multinomial Formula and Approximations of Multiple Ito-Wiener Integrals; A Decomposition for Generalized U-Statistics of Long-Memory Linear Processes; Limit Theorems for Infinite Variance Sequences; Fractional Calculus and Its Connection to Fractional Brownian Motion; Stochastic Integration, Filtering with Respect to Fractional Brownian Motion; II. Statistics -- Parametric Estimation Under Long-Range Dependence; Semiparametric Spectral Estimation for Fractional Processes; Nonparametric Estimation for Long-Range Dependent Sequences; Estimation of Long Memory in Volatility; Detection and Estimation of Changes in Regime; Robust Estimators in Regression Models with Long Memory Errors; Prediction of Long-Memory Time Series; Part B: Applications III. Applications -- Long-Range Dependence and Data Network Traffic; Large Deviations of Queues with Long-Range Dependent Input; Long-Range Dependence Paradigm for Macroeconomics and Finance; Long-Range Dependence Effects and ARCH Modeling; Long-Range Dependence in Hydrology; Wavelet Based Estimation of Local Kolmogorov Turbulence; Limit Theorems for the Burgers Equation Initialized by Data with Long-Range Dependence; IV. Methodology -- Self-Similarity and Long-Range Dependence Through the Wavelet Lens; Semi-Parametric Estimation of the Long-Range Dependence Parameter: A Survey; Generators of Long-Range Dependent Processes: A Survey; Multifractal Processes -- The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature.
Language: English
Published by Springer 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
- Softcover
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Language: English
Published by Springer 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
- Softcover
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Language: English
Published by Springer 2018-05 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
- Softcover
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Language: English
Published by Springer 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
- Softcover
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Language: English
Published by Springer 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
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Language: English
Published by Springer, Berlin, Springer 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
- Softcover
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Taschenbuch. Condition: Neu. 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.
Language: English
Published by Springer 2010
Series: Lecture Notes in Statistics, Book 46 of 72. Book 46 of 72 - Lecture Notes in Statistics
- Softcover
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Taschenbuch. Condition: Neu. Dependence in Probability and Statistics | Paul Doukhan (u. a.) | Taschenbuch | xv | Englisch | 2010 | Springer | EAN 9783642141034 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Springer 2018
Series: Mathématiques et Applications, Book 7 of 9. Book 7 of 9 - Mathématiques et Applications
- Softcover
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Springer 2006
Series: Lecture Notes in Statistics, Book 33 of 72. Book 33 of 72 - Lecture Notes in Statistics
- Softcover
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- Hardcover
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Weak Dependence: With Examples and Applications (Lecture Notes in Statistics, 190)
Dedecker, Jérome; Doukhan, Paul; Lang, Gabriel; Leon, José Rafael; Louhichi, Sana; Prieur, Clémentine
Language: English
Published by Springer 2007
Series: Lecture Notes in Statistics, Book 35 of 72. Book 35 of 72 - Lecture Notes in Statistics
- Softcover
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paperback. Condition: New. In shrink wrap. Looks like an interesting title.
Weak Dependence: With Examples and Applications (Lecture Notes in Statistics, 190)
Dedecker, Jérome; Doukhan, Paul; Lang, Gabriel; Leon, José Rafael; Louhichi, Sana; Prieur, Clémentine
Language: English
Published by Springer 2007
Series: Lecture Notes in Statistics, Book 35 of 72. Book 35 of 72 - Lecture Notes in Statistics
- Softcover
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Language: English
Published by Springer 2006
Series: Lecture Notes in Statistics, Book 33 of 72. Book 33 of 72 - Lecture Notes in Statistics
- Softcover
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Condition: New. pp. 504.
