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Title Dependence in probability and statistics / Patrice Bertail, Paul Doukhan, Philippe Soulier (editors)
Published New York : Springer, ©2006


Description 1 online resource (viii, 489 pages) : illustrations
Series Lecture notes in statistics ; 187
Lecture notes in statistics (Springer-Verlag) ; v. 187.
Contents Regeneration-based statistics for Harris recurrent Markov chains (Patrice Bertail, Stéphan Clémençon) -- Subgeometric ergodicity of Markov chains (Randal Douc, Eric Moulines, Philippe Soulier) -- Limit theorems for dependent U-statistics (Herold Dehling) -- Recent results on weak dependence for causal sequences. statistical applications to dynamic systems (Clémentine Prieur) -- Parametrized Kantorovic-Rubinštein theorem and application to the coupling of random variables (Jérôme Dedecker, Clémentine Prieur, Paul Raynaud De Fitte) -- Exponential inequalities and estimation of conditional probabilities (V. Maume-Deschamps) -- Martingale approximation of non adapted stochastic processes with nonlinear growth of variance (Dalibor Volný) -- Almost periodically correlated processes with long memory (Anne Philippe, Donatas Surgailis, Marie-Claude Viano) -- Long memory random fields (Frédéric Lavancier) -- Long memory in nonlinear processes (Rohit Deo, Mengchen Hsich, Clifford M. Hurvich, Philippe Soulier) -- A LARCH (8) vector valued process (Paul Doukhan, Gilles Teyssière, Pablo Winant) -- On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms (Florin Avram, Murad S. Taqqu) -- Aggregation of doubly stochastic interactive Gaussian processes and Toeplitz forms of U-statistics (Didier Dacunha-Castelle, Lisandro Fermín) -- On efficient inference in GARCH processes (Christian Francq, Jean-Michel Zakoïan) -- Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions (Dasha Loukianova, Oleg Loukianova) -- Convergence rates for density estimators of weakly dependent time series (Nicolas Ragache, Olivier Wintenberger) -- Variograms for spatial max-stable random fields (Dan Cooley, Philippe Naveau, Paul Poncet) -- A non-stationary paradigm for the dynamics of multivariate financial returns (Stefano Herzel, Catalin Starica, Reha Tütüncü) -- Multivariate non-linear regression with applications (Tata Subba Rao, Gyorgy Terdik) -- Nonparametric estimator of a quantile function for the probability of event with repeated data (Claire Pinçon, Odile Pons)
Summary Gives an account of the developments in the field of probability and statistics for dependent data. This book covers a range of topics from Markov chain theory and weak dependence with an emphasis on some developments on dynamical systems, to strong dependence in times series and random fields
Bibliography Includes bibliographical references
Notes Print version record
In Springer e-books
Subject Dependence (Statistics)
MATHEMATICS -- Probability & Statistics -- General.
Dependence (Statistics)
Dépendance (Statistique)
Dependence (Statistics)
Form Electronic book
Author Bertail, Patrice
Doukhan, Paul
Soulier, Philippe, Prof.
ISBN 9780387360621