Dependence in Probability and Statistics

Name: Dependence in Probability and Statistics
Availability: InStock
ISBN: 9780387317410

ISBN-10: 0387317414

ISBN-13: 9780387317410

Edition: 2006

Authors: Patrice Bertail, Paul Doukhan, Philippe Soulier

List price: $109.99

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Description:

This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. The book covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. A special section is devoted to statistical estimation problems and specific applications. The book is written as a succession of papers by some specialists of the field, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field. The…

Book details

List price: $109.99
Copyright year: 2006
Publisher: Springer New York
Publication date: 5/24/2006
Binding: Paperback
Pages: 490
Size: 6.10" wide x 9.25" long x 1.10" tall
Weight: 3.388
Language: English



Regeneration-based statistics for Harris recurrent Markov chains



Subgeometric ergodicity of Markov chains



Limit theorems for dependent U-statistics



Recent results on weak dependence for causal sequences. Statistical applications to dynamical systems



Parametrized Kantorovich-Rubinstein theorem and application to the coupling of random variables



Exponential inequalities and estimation of conditional probabilities



Martingale approximation of non adapted stochastic processes with nonlinear growth of variance



Almost periodically correlated processes with long memory



Long memory random fields



Long memory in nonlinear processes



A LARCH([infinity]) vector valued process



On a Szego type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms



Aggregation of doubly stochastic interactive Gaussian processes and Toeplitz forms of U-statistics



On efficient inference in GARCH processes



Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions



Convergence rates for density estimators of weakly dependent time series



Variograms for spatial max-stable random fields



A non-stationary paradigm for the dynamics of multivariate financial returns



Multivariate non-linear regression with applications



Nonparametric estimator of a quantile function for the probability of event with repeated data