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Dependence in Probability and Statistics

Dependence in Probability and Statistics

Paperback

Series: Lecture Notes in Statistics, Book 200

ApplicationsGeneral MathematicsProbability & Statistics

ISBN10: 364214103X
ISBN13: 9783642141034
Publisher: Springer Nature
Published: Aug 11 2010
Pages: 205
Weight: 0.72
Height: 0.48 Width: 6.14 Depth: 9.21
Language: English
Permutation and bootstrap statistics under infinite variance.- Max-Stable Processes: Representations, Ergodic Properties and Statistical Applications.- Best attainable rates of convergence for the estimation of the memory parameter.- Harmonic analysis tools for statistical inference in the spectral domain.- On the impact of the number of vanishing moments on the dependence structures of compound Poisson motion and fractional Brownian motion in multifractal time.- Multifractal scenarios for products of geometric Ornstein-Uhlenbeck type processes.- A new look at measuring dependence.- Robust regression with infinite moving average errors.- A note on the monitoring of changes in linear models with dependent errors.- Testing for homogeneity of variance in the wavelet domain..

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Probability & Statistics