Dependence in probability and statistics / Paul Doukhan ... [et al.], editors.

Other author Doukhan, Paul.
Format Electronic
Publication InfoHeidelberg [Germany] ; New York : Springer,
Descriptionxv, 205 p. : ill. ; 24 cm.
Supplemental ContentFull text available from Springer Nature - Springer Mathematics and Statistics eBooks 2010 English International
Supplemental ContentFull text available from Springer Books
Subjects

SeriesLecture notes in statistics, 0930-0325 ; v. 200
Lecture notes in statistics (Springer-Verlag) ; v. 200. ^A162590
Contents Permutation and bootstrap statistics under infinite variance / István Berkes, Lajos Horváth, and Johannes Schauer -- Max-stable processes : representations, ergodic properties and statistical applications / Stilian A. Stoev -- Best attainable rates of convergence for the estimation of the memory parameter / Philippe Soulier -- Harmonic analysis tools for statistical inference in the spectral domain / Florin Avram, Nikolai Leonenko, and Ludmila Sakhno -- On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time / Béatrice Vedel ... [et al.] -- Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes / Vo V. Anh, Nikolai N. Leonenko, and Narn-Rueih Shieh -- A new look at measuring dependence / Wei Biao Wu and Jan Mielniczuk -- Robust regression with infinite moving average errors / Patrick J. Farrell and Mohamedou Ould-Haye -- A note on the monitoring of changes in linear models with dependent errors / Alexander Schmitz and Josef G. Steinebach -- Testing for homogeneity of variance in the wavelet domain / Olaf Kouamo, Eric Moulines, and Francois Roueff.
Bibliography noteIncludes bibliographical references.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2010931866
ISBN9783642141034 (pbk. ; acid-free paper)
ISBN364214103X (pbk. : acid-free paper)