Dependence in Probability and Statistics: Lecture Notes in Statistics, Volume 200 - Tapa blanda

Libro 46 de 72: Lecture Notes in Statistics
 
9783642141034: Dependence in Probability and Statistics: Lecture Notes in Statistics, Volume 200
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ISBN 10: 364214103X ISBN 13: 9783642141034
Editorial: Springer, 2010

Sinopsis

This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.

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De la contraportada

This volume collects recent works on weakly dependent, long-memory and multifractal processes and introduces new dependence measures for studying complex stochastic systems. Other topics include the statistical theory for bootstrap and permutation statistics for infinite variance processes, the dependence structure of max-stable processes, and the statistical properties of spectral estimators of the long memory parameter. The asymptotic behavior of Fejér graph integrals and their use for proving central limit theorems for tapered estimators are investigated. New multifractal processes are introduced and their multifractal properties analyzed. Wavelet-based methods are used to study multifractal processes with different multiresolution quantities, and to detect changes in the variance of random processes. Linear regression models with long-range dependent errors are studied, as is the issue of detecting changes in their parameters.

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Editorial
Springer
Año de publicación
2010
Idioma
Inglés
ISBN 10 
364214103X
ISBN 13 
9783642141034
Encuadernación
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Número de páginas
228
Editor
Doukhan Paul, Lang Gabriel, Surgailis Donatas, Teyssière Gilles
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

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Hamburg
Alemania

Otras ediciones populares con el mismo título

9783642141058: Dependence in Probability and Statistics

Edición Destacada

ISBN 10:  3642141056 ISBN 13:  9783642141058
Editorial: Springer, 2010
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