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Paul Doukhan & Gabriel Lang
Dependence in Probability and Statistics [PDF ebook]

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Copertina di Paul Doukhan & Gabriel Lang: Dependence in Probability and Statistics (PDF)

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Tabella dei contenuti

Permutation and bootstrap statistics under infinite variance.- Max–Stable Processes: Representations, Ergodic Properties and Statistical Applications.- Best attainable rates of convergence for the estimation of the memory parameter.- Harmonic analysis tools for statistical inference in the spectral domain.- On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time.- Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes.- A new look at measuring dependence.- Robust regression with infinite moving average errors.- A note on the monitoring of changes in linear models with dependent errors.- Testing for homogeneity of variance in the wavelet domain..

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Lingua Inglese ● Formato PDF ● Pagine 205 ● ISBN 9783642141041 ● Dimensione 2.7 MB ● Età 02-99 anni ● Editore Paul Doukhan & Gabriel Lang ● Casa editrice Springer Berlin ● Città Heidelberg ● Paese DE ● Pubblicato 2010 ● Scaricabile 24 mesi ● Moneta EUR ● ID 2172037 ● Protezione dalla copia DRM sociale

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