Dependence in Probability and Statistics / Lecture Notes in Statistics Bd.200 (PDF)
(Sprache: Englisch)
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...
sofort als Download lieferbar
eBook (pdf)
Fr. 59.00
inkl. MwSt.
- Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Dependence in Probability and Statistics / Lecture Notes in Statistics Bd.200 (PDF)“
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.
Bibliographische Angaben
- Autoren: Paul Doukhan , Gabriel Lang , Donatas Surgailis , Gilles Teyssière
- 2010, 2010, 205 Seiten, Englisch
- Herausgegeben: Paul Doukhan, Gabriel Lang, Donatas Surgailis, Gilles Teyssière
- Verlag: Springer-Verlag GmbH
- ISBN-10: 3642141048
- ISBN-13: 9783642141041
- Erscheinungsdatum: 23.07.2010
Abhängig von Bildschirmgrösse und eingestellter Schriftgrösse kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Grösse: 3.97 MB
- Ohne Kopierschutz
- Vorlesefunktion
Sprache:
Englisch
Kommentar zu "Dependence in Probability and Statistics / Lecture Notes in Statistics Bd.200"
0 Gebrauchte Artikel zu „Dependence in Probability and Statistics / Lecture Notes in Statistics Bd.200“
| Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
|---|
Schreiben Sie einen Kommentar zu "Dependence in Probability and Statistics / Lecture Notes in Statistics Bd.200".
Kommentar verfassen