Dedecker jerome (9 resultados)
Weak Dependence: With Examples and Applications
Dedecker, Jérome; Doukhan, Paul; Lang, Gabriel; Leon, José Rafael; Louhichi, Sana; Prieur, Clémentine
Idioma: Inglés
Editorial: Springer, 2007
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Librería: Basi6 International, Irving, TX, Estados Unidos de AmericaBasi6 International
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EUR 121,45
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Weak Dependence: With Examples and Applications (Lecture Notes in Statistics, 190)
Dedecker, Jérome; Doukhan, Paul; Lang, Gabriel; Leon, José Rafael; Louhichi, Sana; Prieur, Clémentine
Idioma: Inglés
Editorial: Springer, 2007
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Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de AmericaBennettBooksLtd
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EUR 126,05
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paperback. Condición: New. In shrink wrap. Looks like an interesting title.
Weak Dependence: With Examples and Applications (Lecture Notes in Statistics, 190)
Dedecker, Jérome; Doukhan, Paul; Lang, Gabriel; Leon, José Rafael; Louhichi, Sana; Prieur, Clémentine
Idioma: Inglés
Editorial: Springer, 2007
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 129,04
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Idioma: Inglés
Editorial: Springer, 2007
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Librería: preigu, Osnabrück, Alemaniapreigu
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EUR 122,15
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Taschenbuch. Condición: Neu. Weak Dependence: With Examples and Applications | Jérome Dedecker (u. a.) | Taschenbuch | Lecture Notes in Statistics | xiv | Englisch | 2007 | Springer | EAN 9780387699516 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer…[dot]com | Anbieter: preigu.
Idioma: Inglés
Editorial: Springer, Humana, 2007
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 143,31
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Time series and random elds are main topics in modern statistical techniques. They are essential for applications where randomness plays an important role. Indeed, physical constraints mean that serious modelling cannot be done - ing only independe…nt sequences. This is a real problem because asymptotic properties are not always known in this case. Thepresentworkisdevotedtoprovidingaframeworkforthecommonlyused time series. In order to validate the main statistics, one needs rigorous limit theorems. In the eld of probability theory, asymptotic behavior of sums may or may not be analogous to those of independent sequences. We are involved with this rst case in this book. Very sharp results have been proved for mixing processes, a notion int- duced by Murray Rosenblatt [166]. Extensive discussions of this topic may be found in his Dependence in Probability and Statistics (a monograph published by Birkhau ser in 1986) and in Doukhan (1994) [61], and the sharpest results may be found in Rio (2000)[161]. However, a counterexample of a really simple non-mixing process was exhibited by Andrews (1984) [2]. The notion of weak dependence discussed here takes real account of the available models, which are discussed extensively. Our idea is that robustness of the limit theorems with respect to the model should be taken into account. In real applications, nobody may assert, for example, the existence of a density for the inputs in a certain model, while such assumptions are always needed when dealing with mixing concepts.
Weak Dependence With Examples and Applications
Dedecker, Jerome/ Doukhan, Paul/ Lang, Gabriel/ Leon, Jose Rafael/ Louhichi, Sana
Idioma: Inglés
Editorial: Springer Verlag, 2007
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 206,49
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Paperback. Condición: Brand New. 1st edition. 322 pages. 9.25x6.00x0.75 inches. In Stock.
Idioma: Inglés
Editorial: Springer, Humana Jul 2007, 2007
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 139,09
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Time series and random elds are main topics in modern statistical techniques. They are essential for applications where randomness plays an important role. Indeed, physical constraints mean that serious modelling cannot be done - in…g only independent sequences. This is a real problem because asymptotic properties are not always known in this case. Thepresentworkisdevotedtoprovidingaframeworkforthecommonlyused time series. In order to validate the main statistics, one needs rigorous limit theorems. In the eld of probability theory, asymptotic behavior of sums may or may not be analogous to those of independent sequences. We are involved with this rst case in this book. Very sharp results have been proved for mixing processes, a notion int- duced by Murray Rosenblatt [166]. Extensive discussions of this topic may be found in his Dependence in Probability and Statistics (a monograph published by Birkhau ser in 1986) and in Doukhan (1994) [61], and the sharpest results may be found in Rio (2000)[161]. However, a counterexample of a really simple non-mixing process was exhibited by Andrews (1984) [2]. The notion of weak dependence discussed here takes real account of the available models, which are discussed extensively. Our idea is that robustness of the limit theorems with respect to the model should be taken into account. In real applications, nobody may assert, for example, the existence of a density for the inputs in a certain model, while such assumptions are always needed when dealing with mixing concepts. 336 pp. Englisch.
Weak Dependence: With Examples and Applications
Jérome Dedecker|Paul Doukhan|Gabriel Lang|José Rafael Leon|Sana Louhichi|Clémentine Prieur
Idioma: Inglés
Editorial: Springer New York, 2007
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Librería: moluna, Greven, Alemaniamoluna
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EUR 115,65
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Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Make it simple to read and thus the mathematical level needed is as low as possibleAimed to fix the notions in the area in developmentMay be considered as an introduction to weak dependencePro…pose models and tools for practitioners h.
Idioma: Inglés
Editorial: Springer, Humana Jul 2007, 2007
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
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EUR 139,09
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This monograph is aimed at developing Doukhan/Louhichi's (1999) idea to measure asymptotic independence of a random process. The authors propose various examples of models fitting such conditions such as stable Markov chains, dynamical…systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Most of the commonly used stationary models fit their conditions. The simplicity of the conditions is also their strength. The main tools for an asymptotic theory are developed under weak dependence. They apply the theory to nonparametric statistics, spectral analysis, econometrics, and resampling. The level of generality makes those techniques quite robust with respect to the model. The limit theorems are sometimes sharp and always simple to apply. The theory (with proofs) is developed and the authors propose to fix the notation for future applications. Several applications are still needed to develop a method of analysis for (nonlinear) times series and they provide here a strong basis for such studies.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 336 pp. Englisch.
