2010, ISBN: 9783642141041
This volume contains several contributions on the general theme of dependence for several classes of stochastic processes, andits implicationson asymptoticproperties of various statistics… Plus…
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ISBN: 9783642141041
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 … Plus…
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ISBN: 9783642141041
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 … Plus…
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2010, ISBN: 9783642141041
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2010, ISBN: 9783642141041
This volume contains several contributions on the general theme of dependence for several classes of stochastic processes, andits implicationson asymptoticproperties of various statistics… Plus…
Paul Doukhan; Gabriel Lang; Donatas Surgailis; Gilles Teyssière:
Dependence in Probability and Statistics - nouveau livreISBN: 9783642141041
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 … Plus…
ISBN: 9783642141041
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 … Plus…
2010, ISBN: 9783642141041
eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Springer Berlin, 2010
2010, ISBN: 9783642141041
2010, eBook Download (PDF), eBooks, [PU: Springer Berlin]
Données bibliographiques du meilleur livre correspondant
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Informations détaillées sur le livre - Dependence in Probability and Statistics
EAN (ISBN-13): 9783642141041
Date de parution: 2010
Editeur: Springer Berlin
205 Pages
Langue: eng/Englisch
Livre dans la base de données depuis 2011-08-29T20:54:42+02:00 (Zurich)
Page de détail modifiée en dernier sur 2023-09-23T12:50:22+02:00 (Zurich)
ISBN/EAN: 9783642141041
ISBN - Autres types d'écriture:
978-3-642-14104-1
Autres types d'écriture et termes associés:
Auteur du livre: teyssiere, paul lang, gilles, ang, donat, paul gille, paul don, teyssié, wainwright, tey
Titre du livre: dependence probability, statistics
Données de l'éditeur
Auteur: Paul Doukhan; Gabriel Lang; Donatas Surgailis; Gilles Teyssière
Titre: Lecture Notes in Statistics; Dependence in Probability and Statistics
Editeur: Springer; Springer Berlin
205 Pages
Date de parution: 2010-07-23
Berlin; Heidelberg; DE
Langue: Anglais
53,49 € (DE)
55,00 € (AT)
59,00 CHF (CH)
Available
XV, 205 p. 13 illus.
EA; E107; eBook; Nonbooks, PBS / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Estimator; Measure; STATISTICA; bootstrap; change-point detection; linear regression; long memory; multifractality; wavelets; weak dependence; C; Probability Theory; Computational Mathematics and Numerical Analysis; Statistics and Computing; Statistical Theory and Methods; Mathematics and Statistics; Stochastik; Numerische Mathematik; Mathematische und statistische Software; BC
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.This volume provides the reader with a comprehensive recent account on dependent stochastic processes This book is a reference book for theoretical works, and provides some results that are of straight practical interest for the applied statistician/econometrician Includes supplementary material: sn.pub/extras
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