Dependence in Probability and Statistics - Couverture souple

Bertail, Patrice; Soulier, Philippe; Doukhan, Paul

Couverture souple

ISBN 10 : 0387317414 ISBN 13 : 9780387317410

Editeur : Springer, 2008

Synopsis

This book gives a detailed account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. A section is devoted to statistical estimation problems and specific applications. The book is written as a succession of papers by field specialists, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field. The book considers recent developments on weak dependent time series, including some new results for Markov chains, and fills a gap between the probability and statistical literature and the dynamical system literature. The book also presents new results on strong dependence with an emphasis on non-linear processes and random fields.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 0387317414
• ISBN 13: 9780387317410
• Reliure: Broché
• Nombre de pages: 502
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne