Автор: Philippe Soulier

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 …

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken …

This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appr …