| Description |
1 online resource (viii, 489 pages) : illustrations |
| Series |
Lecture notes in statistics ; 187 |
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Lecture notes in statistics (Springer-Verlag) ; v. 187.
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| 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)
|
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MATHEMATICS -- Probability & Statistics -- General.
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Dependence (Statistics)
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Dépendance (Statistique)
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Dependence (Statistics)
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| Form |
Electronic book
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| Author |
Bertail, Patrice
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Doukhan, Paul
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Soulier, Philippe, Prof.
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| ISBN |
9780387360621 |
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038736062X |
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0387317414 |
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9780387317410 |
|
6610716277 |
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9786610716272 |
|
