Auteur: Paul Doukhan

The purpose of this book is to give a detailed account of some recent devel- ments in the ?eld of probability and statistics for dependent data. It covers a wide range of topics from Markov chains th …

Time series and random ?elds are main topics in modern statistical techniques. They are essential for applications where randomness plays an important role. Indeed, physical constraints mean that ser …

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Mixing is concerned with the analysis of dependence between sigma-fields defined on the same underlying probability space. It provides an important tool of analysis for random fields, Markov processe …

This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time ser …