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Dependence in Probability and Statistics
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Dependence in Probability and Statistics - new book

ISBN: 9783642141034

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 … More...

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Dependence in Probability and Statistics
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ISBN: 9783642141034

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 … More...

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Abhängigkeit in Wahrscheinlichkeit und Statistik - 9783642141034 - Paul Doukhan, Gabriel Lang, Gilles Teyssiere, Donatas Surgailis
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Paul Doukhan, Gabriel Lang, Gilles Teyssiere, Donatas Surgailis:
Abhängigkeit in Wahrscheinlichkeit und Statistik - 9783642141034 - Paperback

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ISBN-13: 9783642141034, 978-3642141034. Dependence in Probability and Statistics. These results are of interest for describing the asymptotic properties of bootstrap and permutation stati… More...

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Dependence in Probability and Statistics, Kartoniert (TB)
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2010, ISBN: 364214103X

This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topi… More...

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Paul Doukhan:
Dependence in Probability and Statistics Lecture Notes in Statistics, Volume 200 - Paperback

2010, ISBN: 364214103X

[EAN: 9783642141034], Neubuch, [PU: Springer], New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000., Books

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Details of the book
Dependence in Probability and Statistics
Author:
Title:
ISBN:

364214103X


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.

Details of the book - Dependence in Probability and Statistics


EAN (ISBN-13): 9783642141034
ISBN (ISBN-10): 364214103X
Hardcover
Paperback
Publishing year: 2010
Publisher: Springer
205 Pages
Weight: 0,348 kg
Language: eng/Englisch

Book in our database since 2007-07-06T16:27:14+01:00 (London)
Detail page last modified on 2023-09-23T11:50:22+01:00 (London)
ISBN/EAN: 364214103X

ISBN - alternate spelling:
3-642-14103-X, 978-3-642-14103-4
Alternate spelling and related search-keywords:
Book author: teyssiere, paul lang, gilles, doukhan, paul gille, von lang, paul don, teyssié, tey, gill paul
Book title: probability and statistics, dependence probability

Information from Publisher

Author: Paul Doukhan; Gabriel Lang; Donatas Surgailis; Gilles Teyssière
Title: Lecture Notes in Statistics; Dependence in Probability and Statistics
Publisher: Springer; Springer Berlin
205 Pages
Publishing year: 2010-08-11
Berlin; Heidelberg; DE
Printed / Made in
Language: English
53,49 € (DE)
54,99 € (AT)
59,00 CHF (CH)
POD
XV, 205 p. 13 illus.

BC; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Mathematik; Estimator; Measure; STATISTICA; bootstrap; change-point detection; linear regression; long memory; multifractality; wavelets; weak dependence; Probability Theory; Computational Mathematics and Numerical Analysis; Statistics and Computing; Statistical Theory and Methods; Stochastik; Numerische Mathematik; Mathematische und statistische Software; EA

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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