Research Catalog

Title

Dependence in probability and statistics / Patrice Bertail, Paul Doukhan, Philippe Soulier (editors).

Publication

New York : Springer, c2006.

Supplementary Content

Publisher description

Items in the Library & Off-site

Details

Additional Authors

• Bertail, Patrice.
• Doukhan, Paul.
• Soulier, Philippe, Prof.

Description

viii, 492 p. : ill.; 24 cm.

Series Statement

Lecture notes in statistics ; 187

Uniform Title

Lecture notes in statistics (Springer-Verlag) ; v. 187.

Subject

• Dependence (Statistics)

Bibliography (note)

• Includes bibliographical references.

Contents

Pt. I. Weak dependence and related concepts -- 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 dynamical systems / Clémentine Prieur -- Parametrized Kantorovich-Rubingtein 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 -- Pt. II. Strong dependence -- Almost periodically correlated processes with long memory / Anne Philippe, Donatas Surgailis, Marie-Claude Viano -- Long memory random fields / Frederic Lavancier -- Long Memory in Nonlinear Processes / Rohit Deo ... [et a.] -- A LARCH vector valued process / Paul Doukhan, Gilles Teyssidre, 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 Iinteractive gaussian processes and toeplitz forms of u-statistics / Didier Dacunha-Castelle, Lisandro Fermin -- Pt. III. Statistical Estimation and Applications -- On efficient inference in GARCH processes / Christian Francq, Jean-Michel Zakoian -- Almost sure rate of convergence of maximum likelihood estimators for multidimensional diffusions / Dasha Loukianova, Oleg Loukianov -- Convergence rates for density estimators of weakly dependent time series / Nicolas Ragache, Olivier Wintenbger -- 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, Cătălin Stărică, Reha Tütüncü -- Multivariate non-linear regression with applications / Tata Subba Rao and Gyorgy Terdik -- Nonparametric estimator of a quantile function for the probability of event with repeated data / Claire Pincon, Odile Pons.

Call Number

JSE 06-775

ISBN

• 0387317414 (acid-free paper)
• 9780387317410 (acid-free paper)

LCCN

2005938921

OCLC

70284623

Title

Dependence in probability and statistics / Patrice Bertail, Paul Doukhan, Philippe Soulier (editors).

Imprint

New York : Springer, c2006.

Series

Lecture notes in statistics ; 187

Lecture notes in statistics (Springer-Verlag) ; v. 187.

Bibliography

Includes bibliographical references.

Connect to:

Publisher description

Added Author

Bertail, Patrice.

Doukhan, Paul.

Soulier, Philippe, Prof.

Research Call Number

JSE 06-775