Dependence in Probability and Statistics
Overview
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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Details
- ISBN-13: 9783642141034
- ISBN-10: 364214103X
- Publisher: Springer
- Publish Date: August 2010
- Dimensions: 9.21 x 6.14 x 0.48 inches
- Shipping Weight: 0.72 pounds
- Page Count: 205
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