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Dependence in Probability and Statistics

Lingua IngleseInglese
Libro In brossura
Libro Dependence in Probability and Statistics Patrice Bertail
Codice Libristo: 01381726
Casa editrice Springer-Verlag New York Inc., maggio 2006
This book gives a detailed account of some recent developments in the field of probability and stati... Descrizione completa
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This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. The book 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 special section is devoted to statistical estimation problems and specific applications. The book is written as a succession of papers by some specialists of the field, 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 first part of the book considers some recent developments on weak dependent time series, including some new results for Markov chains as well as some developments on new notions of weak dependence. This part also intends to fill a gap between the probability and statistical literature and the dynamical system literature.§The second part presents some new results on strong dependence with a special emphasis on non-linear processes and random fields currently encountered in applications.§Finally, in the last part, some general estimation problems are investigated, ranging from rate of convergence of maximum likelihood estimators to efficient estimation in parametric or non-parametric time series models, with an emphasis on applications with non-stationary data.

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Informazioni sul libro

Titolo completo Dependence in Probability and Statistics
Lingua Inglese
Rilegatura Libro - In brossura
Data di pubblicazione 2006
Numero di pagine 490
EAN 9780387317410
ISBN 0387317414
Codice Libristo 01381726
Peso 1540
Dimensioni 155 x 235 x 28
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